https://probablymarcus.com/blocks/2023/03/28/gp-extrapolation-sometimes-goofy.html
Gaussian Processes Extrapolate, Sometimes in Goofy Ways
Marcus Lewis
3/28/23 4:59 AM
“This leads to something that is undesirable in hyperparameter tuning: if ever you discover a sudden drop-off in performance… the GP will get excited that maybe there are very-good results immediately on the opposite side of the mediocre results.”