Hyperparameters in Gaussian Process
As you probably know, the Gaussian distribution is fully specified by its mean and covariance. theta0, thetaL, and thetaU are, respectively, initial values, lower bounds, and upper bounds on the covariance. You can set them based on your knowledge of the particulars of the problem. To learn more about Gaussian processes, I suggest visiting this great Web site. It even offers a free ebook.