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Fixes scikit-learn#18318

What does this implement/fix? Explain your changes.
Added a check to see if there will be division by zero, and instead divides by 1.

Any other comments?
Added a test case to check that there is no error when using the affected method.

@antonky antonky merged commit 6d3aae5 into main Mar 7, 2021
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Regression in GP standard deviation where y_train.std() == 0

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