I don't know if this is a bug from vapoursynth or KNLMeansCL. KNLMeansCL requires input clip to be YUV444P10, but it still complains about it when I converted my clip to YUV444P10.
Code:
clip = core.resize.Bicubic(clip, format=vs.YUV444P10)
clip = core.knlm.KNLMeansCL(clip)
But then it works when I convert it to YUV444P8