GPy/GPy/models/gp_classification.py

50 lines
1.7 KiB
Python

# Copyright (c) 2013, the GPy Authors (see AUTHORS.txt)
# Licensed under the BSD 3-clause license (see LICENSE.txt)
from ..core import GP
from .. import likelihoods
from .. import kern
import numpy as np
from ..inference.latent_function_inference.expectation_propagation import EP
class GPClassification(GP):
"""
Gaussian Process classification
This is a thin wrapper around the models.GP class, with a set of sensible defaults
:param X: input observations
:param Y: observed values, can be None if likelihood is not None
:param kernel: a GPy kernel, defaults to rbf
.. Note:: Multiple independent outputs are allowed using columns of Y
"""
def __init__(self, X, Y, kernel=None,Y_metadata=None, mean_function=None):
if kernel is None:
kernel = kern.RBF(X.shape[1])
likelihood = likelihoods.Bernoulli()
GP.__init__(self, X=X, Y=Y, kernel=kernel, likelihood=likelihood, inference_method=EP(), mean_function=mean_function, name='gp_classification')
@staticmethod
def from_gp(gp):
from copy import deepcopy
gp = deepcopy(gp)
GPClassification(gp.X, gp.Y, gp.kern, gp.likelihood, gp.inference_method, gp.mean_function, name='gp_classification')
def to_dict(self, save_data=True):
model_dict = super(GPClassification,self).to_dict(save_data)
model_dict["class"] = "GPy.models.GPClassification"
return model_dict
@staticmethod
def from_dict(input_dict, data=None):
import GPy
m = GPy.core.model.Model.from_dict(input_dict, data)
return GPClassification.from_gp(m)
def save_model(self, output_filename, compress=True, save_data=True):
self._save_model(output_filename, compress=True, save_data=True)