HF RL Explorer

Convenient access to the variance gradient at a single point in kriging surrogates

Convenient access to the variance gradient at a single point in kriging surrogates: a task in MiMo-V2.6-RL-harbor-code: MiMo-V2.6-RL Code (Harbor) (Harbor dataset). I'm using KRG (and the MFK variants) for some Bayesian-optimization-flavoured work where, at a candidate point x , I need the…

The task

I'm using `KRG` (and the MFK variants) for some Bayesian-optimization-flavoured work where, at a candidate point `x*`, I need the gradient of the predicted variance — i.e. the partial derivatives of the variance with respect to *all* input dimensions, evaluated at that one point.

Part of FineEnvs/MiMo-V2.6-RL-harbor-code.