While the syntax may suggest that the function
extracts a fitted fgpm
model, this not true. The
fgpm
model is refitted using the call that was used
when this model was assessed. The refitted fgpm
model
keeps the same structural parameters as the one assessed
(active variables, kernel, ...), but since the optimization
uses random initial values, the optimized hyper-parameters may
differ from those of the corresponding fgpm
in the
Xfgpm
object x
. As a result, the model can be
different and show a different LOO performance.