Potential bugs or questions to algorithm

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Here we can post questions to "why" does it work the way it does. Or post questions as to whether current implementations are correct

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Does the returned std from model.predict() make sense in the non-standardised y-space?
This could be a workaround: https://stats.stackexchange.com/questions/584011/how-to-transform-prediction-std-of-gaussian-process-back-to-origin

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This might have been solved by: scikit-learn/scikit-learn#15782