Returning Cov And Std From Sklearn Gaussian Process?

I can return the covariance or the standard deviation from a GP using sklearn, like: y, cov = gp.predict(Xpredict,return_cov=True) y, std = gp.predict(Xpredict,return_std=True) bu

Solution 1:

According to scikit-learn documentation, you cannot do it in one call using predict()

Note that at most one of the two can be requested.