# Copyright (c) 2012, James Hensman # Licensed under the BSD 3-clause license (see LICENSE.txt) import numpy as np from ..core import SVIGP from .. import likelihoods from .. import kern class SVIGPRegression(SVIGP): """ Gaussian Process model for regression This is a thin wrapper around the SVIGP 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, Z=None, num_inducing=10, q_u=None, batchsize=10, normalize_Y=False): # kern defaults to rbf (plus white for stability) if kernel is None: kernel = kern.rbf(X.shape[1], variance=1., lengthscale=4.) + 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])[:num_inducing] Z = X[i].copy() else: assert Z.shape[1] == X.shape[1] # likelihood defaults to Gaussian likelihood = likelihoods.Gaussian(Y, normalize=normalize_Y) SVIGP.__init__(self, X, likelihood, kernel, Z, q_u=q_u, batchsize=batchsize) self.load_batch()