# Copyright (c) 2012, James Hensman # Licensed under the BSD 3-clause license (see LICENSE.txt) import numpy as np from ..core import SparseGP from .. import likelihoods from .. import kern class SparseGPRegression(SparseGP): """ Gaussian Process model for regression This is a thin wrapper around the SparseGP 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 :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, Z=None, M=10, X_variance=None): # kern defaults to rbf (plus white for stability) if kernel is None: kernel = kern.rbf(X.shape[1]) + kern.white(X.shape[1], 1e-3) # Z defaults to a subset of the data if Z is None: i = np.random.permutation(X.shape[0])[:M] Z = X[i].copy() else: assert Z.shape[1] == X.shape[1] # likelihood defaults to Gaussian likelihood = likelihoods.Gaussian(Y, normalize=normalize_Y) SparseGP.__init__(self, X, likelihood, kernel, Z=Z, normalize_X=normalize_X, X_variance=X_variance) self._set_params(self._get_params())