# Copyright (c) 2013, Ricardo Andrade # Licensed under the BSD 3-clause license (see LICENSE.txt) import numpy as np from ..core import SparseGP from .. import likelihoods from .. import kern from ..likelihoods import likelihood class SparseGPClassification(SparseGP): """ sparse Gaussian Process model for classification This is a thin wrapper around the sparse_GP class, with a set of sensible defaults :param X: input observations :param Y: observed values :param likelihood: a GPy likelihood, defaults to Binomial with probit link_function :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 """ def __init__(self, X, Y=None, likelihood=None, kernel=None, normalize_X=False, normalize_Y=False, Z=None, num_inducing=10): if kernel is None: kernel = kern.rbf(X.shape[1]) + kern.white(X.shape[1],1e-3) if likelihood is None: distribution = likelihoods.likelihood_functions.Binomial() likelihood = likelihoods.EP(Y, distribution) elif Y is not None: if not all(Y.flatten() == likelihood.data.flatten()): raise Warning, 'likelihood.data and Y are different.' 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] SparseGP.__init__(self, X, likelihood, kernel, Z=Z, normalize_X=normalize_X) self._set_params(self._get_params())