# Copyright (c) 2012-2014, GPy authors (see AUTHORS.txt). # Licensed under the BSD 3-clause license (see LICENSE.txt) """ Gaussian Processes classification examples """ import GPy default_seed = 10000 def oil(num_inducing=50, max_iters=100, kernel=None, optimize=True, plot=True): """ Run a Gaussian process classification on the three phase oil data. The demonstration calls the basic GP classification model and uses EP to approximate the likelihood. """ try:import pods except ImportError:print 'pods unavailable, see https://github.com/sods/ods for example datasets' data = pods.datasets.oil() X = data['X'] Xtest = data['Xtest'] Y = data['Y'][:, 0:1] Ytest = data['Ytest'][:, 0:1] Y[Y.flatten()==-1] = 0 Ytest[Ytest.flatten()==-1] = 0 # Create GP model m = GPy.models.SparseGPClassification(X, Y, kernel=kernel, num_inducing=num_inducing) # Contrain all parameters to be positive #m.tie_params('.*len') m['.*len'] = 10. # Optimize if optimize: for _ in range(5): m.optimize(max_iters=int(max_iters/5)) print(m) #Test probs = m.predict(Xtest)[0] GPy.util.classification.conf_matrix(probs, Ytest) return m def toy_linear_1d_classification(seed=default_seed, optimize=True, plot=True): """ Simple 1D classification example using EP approximation :param seed: seed value for data generation (default is 4). :type seed: int """ try:import pods except ImportError:print 'pods unavailable, see https://github.com/sods/ods for example datasets' data = pods.datasets.toy_linear_1d_classification(seed=seed) Y = data['Y'][:, 0:1] Y[Y.flatten() == -1] = 0 # Model definition m = GPy.models.GPClassification(data['X'], Y) # Optimize if optimize: #m.update_likelihood_approximation() # Parameters optimization: m.optimize() #m.update_likelihood_approximation() #m.pseudo_EM() # Plot if plot: from matplotlib import pyplot as plt fig, axes = plt.subplots(2, 1) m.plot_f(ax=axes[0]) m.plot(ax=axes[1]) print m return m def toy_linear_1d_classification_laplace(seed=default_seed, optimize=True, plot=True): """ Simple 1D classification example using Laplace approximation :param seed: seed value for data generation (default is 4). :type seed: int """ try:import pods except ImportError:print 'pods unavailable, see https://github.com/sods/ods for example datasets' data = pods.datasets.toy_linear_1d_classification(seed=seed) Y = data['Y'][:, 0:1] Y[Y.flatten() == -1] = 0 likelihood = GPy.likelihoods.Bernoulli() laplace_inf = GPy.inference.latent_function_inference.Laplace() kernel = GPy.kern.RBF(1) # Model definition m = GPy.core.GP(data['X'], Y, kernel=kernel, likelihood=likelihood, inference_method=laplace_inf) # Optimize if optimize: try: m.optimize('scg', messages=1) except Exception as e: return m # Plot if plot: from matplotlib import pyplot as plt fig, axes = plt.subplots(2, 1) m.plot_f(ax=axes[0]) m.plot(ax=axes[1]) print m return m def sparse_toy_linear_1d_classification(num_inducing=10, seed=default_seed, optimize=True, plot=True): """ Sparse 1D classification example :param seed: seed value for data generation (default is 4). :type seed: int """ try:import pods except ImportError:print 'pods unavailable, see https://github.com/sods/ods for example datasets' data = pods.datasets.toy_linear_1d_classification(seed=seed) Y = data['Y'][:, 0:1] Y[Y.flatten() == -1] = 0 # Model definition m = GPy.models.SparseGPClassification(data['X'], Y, num_inducing=num_inducing) m['.*len'] = 4. # Optimize if optimize: m.optimize() # Plot if plot: from matplotlib import pyplot as plt fig, axes = plt.subplots(2, 1) m.plot_f(ax=axes[0]) m.plot(ax=axes[1]) print m return m def toy_heaviside(seed=default_seed, max_iters=100, optimize=True, plot=True): """ Simple 1D classification example using a heavy side gp transformation :param seed: seed value for data generation (default is 4). :type seed: int """ try:import pods except ImportError:print 'pods unavailable, see https://github.com/sods/ods for example datasets' data = pods.datasets.toy_linear_1d_classification(seed=seed) Y = data['Y'][:, 0:1] Y[Y.flatten() == -1] = 0 # Model definition kernel = GPy.kern.RBF(1) likelihood = GPy.likelihoods.Bernoulli(gp_link=GPy.likelihoods.link_functions.Heaviside()) ep = GPy.inference.latent_function_inference.expectation_propagation.EP() m = GPy.core.GP(X=data['X'], Y=Y, kernel=kernel, likelihood=likelihood, inference_method=ep, name='gp_classification_heaviside') #m = GPy.models.GPClassification(data['X'], likelihood=likelihood) # Optimize if optimize: # Parameters optimization: for _ in range(5): m.optimize(max_iters=int(max_iters/5)) print m # Plot if plot: from matplotlib import pyplot as plt fig, axes = plt.subplots(2, 1) m.plot_f(ax=axes[0]) m.plot(ax=axes[1]) print m return m def crescent_data(model_type='Full', num_inducing=10, seed=default_seed, kernel=None, optimize=True, plot=True): """ Run a Gaussian process classification on the crescent data. The demonstration calls the basic GP classification model and uses EP to approximate the likelihood. :param model_type: type of model to fit ['Full', 'FITC', 'DTC']. :param inducing: number of inducing variables (only used for 'FITC' or 'DTC'). :type inducing: int :param seed: seed value for data generation. :type seed: int :param kernel: kernel to use in the model :type kernel: a GPy kernel """ try:import pods except ImportError:print 'pods unavailable, see https://github.com/sods/ods for example datasets' data = pods.datasets.crescent_data(seed=seed) Y = data['Y'] Y[Y.flatten()==-1] = 0 if model_type == 'Full': m = GPy.models.GPClassification(data['X'], Y, kernel=kernel) elif model_type == 'DTC': m = GPy.models.SparseGPClassification(data['X'], Y, kernel=kernel, num_inducing=num_inducing) m['.*len'] = 10. elif model_type == 'FITC': m = GPy.models.FITCClassification(data['X'], Y, kernel=kernel, num_inducing=num_inducing) m['.*len'] = 3. if optimize: m.pseudo_EM() if plot: m.plot() print m return m