Derivative of the covariance with respect to the parameters.

def update_gradients_full(self, dL_dK, X, X2=None):
        """Derivative of the covariance with respect to the parameters."""
        dvar, dw, db = self._comp_grads(dL_dK, X, X2)[:3]
        self.variance.gradient = dvar
        self.weight_variance.gradient = dw
        self.bias_variance.gradient = db