noise-functions

Skill: gpCAM Noise Functions

Design custom noise models for experiments with non-uniform or structured noise.

When to Use

• Noise varies across the parameter space (e.g., edges of detector have more noise)
• Noise depends on signal intensity (Poisson/shot noise)
• You want the noise level to be learned as a hyperparameter
• Correlated noise between measurements

Noise Function Contract

def my_noise(x, hyperparameters):
    """
    Parameters
    ----------
    x : np.ndarray, shape (N, D)
        Input positions.
    hyperparameters : np.ndarray, 1D
        The FULL hyperparameter vector (shared with kernel and mean).
    
    Returns
    -------
    noise : np.ndarray
        Either shape (N,) for diagonal noise (independent per point),
        or shape (N, N) for full noise covariance matrix.
    """

When to Use What

Scenario	Approach
Known, uniform noise	Use noise_variances=np.full(N, sigma**2) — no noise function needed
Known per-point noise	Use noise_variances=my_array — no noise function needed
Unknown uniform noise	Use a noise function with a learnable hyperparameter
Position-dependent noise	Use a noise function that depends on x
No noise info at all	Don't provide either — gpCAM defaults to `(0.01 * mean

Recipes

Learnable Constant Noise

The noise level is a hyperparameter that gets optimized:

def learnable_noise(x, hps):
    """hps[K] = noise standard deviation (learned)."""
    K = 3  # INDEX WHERE NOISE HP STARTS — adjust for your kernel
    return np.full(len(x), hps[K]**2)  # return VARIANCE, not std

Position-Dependent Noise

More noise at edges of the measurement range:

def edge_noise(x, hps):
    """Higher noise near boundaries."""
    K = 3
    base_noise = hps[K]**2
    # Increase noise near edges (within 10% of range)
    center = np.mean(parameter_bounds, axis=1)
    half_range = (parameter_bounds[:, 1] - parameter_bounds[:, 0]) / 2
    dist_from_center = np.abs(x - center) / half_range  # 0 at center, 1 at edge
    edge_factor = 1.0 + 5.0 * np.max(dist_from_center, axis=1)**2
    return base_noise * edge_factor

Poisson-Like (Signal-Dependent) Noise

Common in photon-counting detectors:

def poisson_noise(x, hps):
    """
    Noise proportional to sqrt of expected signal.
    Uses the GP posterior mean as estimate of signal.
    
    NOTE: This creates a feedback loop — use carefully.
    hps[K] = noise scale factor
    """
    K = 3
    # Can't call posterior_mean here directly (circular dependency)
    # Instead, use a fixed estimate or pass through args
    # Simple version: just scale with position
    return np.full(len(x), hps[K]**2)

Two-Level Noise (Different Detectors/Modes)

def two_detector_noise(x, hps):
    """
    Different noise for two measurement modes.
    Assumes last dimension of x encodes the mode (0 or 1).
    """
    K = 3
    noise = np.empty(len(x))
    mode_0 = x[:, -1] < 0.5
    mode_1 = ~mode_0
    noise[mode_0] = hps[K]**2      # detector 1
    noise[mode_1] = hps[K+1]**2    # detector 2
    return noise

Hyperparameter Coordination

Noise function hyperparameters come from the same vector as kernel and mean hyperparameters.

# Example layout:
# hps[0]     = signal variance     (kernel)
# hps[1:3]   = length scales       (kernel)
# hps[3]     = noise std dev       (noise function) ← YOUR NOISE HP
#
# Total: 4 hyperparameters

hp_bounds = np.array([
    [0.001, 100.0],  # signal variance
    [0.01, 50.0],    # length scale dim 0
    [0.01, 50.0],    # length scale dim 1
    [0.001, 10.0],   # noise std dev
])

Choosing Noise Bounds

• Lower bound: Never 0 — use 0.001 minimum (prevents singular matrices)
• Upper bound: 10 * std(y_data) — noise shouldn't be larger than the signal
• Initial value: 0.01 * mean(|y_data|) (gpCAM's own default)

Important: noise_variances vs noise_function

Do not provide both. Use one or the other:

# Option A: fixed known noise
gpo = GPOptimizer(x_data, y_data, noise_variances=np.full(N, 0.01))

# Option B: learnable noise function
gpo = GPOptimizer(x_data, y_data, noise_function=learnable_noise)

Common Pitfalls

1. Returning std instead of variance: The noise function must return variance (σ²), not standard deviation (σ).
2. Zero noise: Causes singular matrix errors. Always ensure noise > 0.
3. Providing both: Don't pass noise_variances AND noise_function — pick one.
4. Forgetting bounds: The noise hyperparameter needs bounds in the hyperparameter_bounds array.
5. Wrong shape: Return shape (N,) for independent noise, (N, N) for correlated.