# Copyright (c) 2012, James Hensman # Licensed under the BSD 3-clause license (see LICENSE.txt) import numpy as np from GP import GP from .. import likelihoods from .. import kern class GP_regression(GP): """ Gaussian Process model for regression This is a thin wrapper around the GP class, with a set of sensible defalts :param X: input observations :param Y: observed values :param kernel: a GPy kernel, defaults to rbf+white :param normalize_X: whether to normalize the input data before computing (predictions will be in original scales) :type normalize_X: False|True :param normalize_Y: whether to normalize the input data before computing (predictions will be in original scales) :type normalize_Y: False|True :param Xslices: how the X,Y data co-vary in the kernel (i.e. which "outputs" they correspond to). See (link:slicing) :rtype: model object .. Note:: Multiple independent outputs are allowed using columns of Y """ def __init__(self,X,Y,kernel=None,normalize_X=False,normalize_Y=False, Xslices=None): if kernel is None: kernel = kern.rbf(X.shape[1]) likelihood = likelihoods.Gaussian(Y,normalize=normalize_Y) GP.__init__(self, X, likelihood, kernel, normalize_X=normalize_X, Xslices=Xslices)