GPy/GPy/examples/classification.py

# Copyright (c) 2012, GPy authors (see AUTHORS.txt).
# Licensed under the BSD 3-clause license (see LICENSE.txt)


"""
Gaussian Processes classification
"""
import pylab as pb
import numpy as np
import GPy

default_seed = 10000

def oil(num_inducing=50, max_iters=100, kernel=None):
    """
    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.

    """
    data = GPy.util.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.
    m.update_likelihood_approximation()

    # Optimize
    m.optimize(max_iters=max_iters)
    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):
    """
    Simple 1D classification example using EP approximation

    :param seed: seed value for data generation (default is 4).
    :type seed: int

    """

    data = GPy.util.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
    #m.update_likelihood_approximation()
    # Parameters optimization:
    #m.optimize()
    #m.update_likelihood_approximation()
    m.pseudo_EM()

    # Plot
    fig, axes = pb.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):
    """
    Simple 1D classification example using Laplace approximation

    :param seed: seed value for data generation (default is 4).
    :type seed: int

    """

    data = GPy.util.datasets.toy_linear_1d_classification(seed=seed)
    Y = data['Y'][:, 0:1]
    Y[Y.flatten() == -1] = 0

    bern_noise_model = GPy.likelihoods.bernoulli()
    laplace_likelihood = GPy.likelihoods.Laplace(Y.copy(), bern_noise_model)

    # Model definition
    m = GPy.models.GPClassification(data['X'], Y, likelihood=laplace_likelihood)

    print m
    # Optimize
    #m.update_likelihood_approximation()
    # Parameters optimization:
    m.optimize('bfgs', messages=1)
    #m.pseudo_EM()

    # Plot
    fig, axes = pb.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):
    """
    Sparse 1D classification example

    :param seed: seed value for data generation (default is 4).
    :type seed: int

    """

    data = GPy.util.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
    #m.update_likelihood_approximation()
    # Parameters optimization:
    #m.optimize()
    m.pseudo_EM()

    # Plot
    fig, axes = pb.subplots(2,1)
    m.plot_f(ax=axes[0])
    m.plot(ax=axes[1])
    print(m)

    return m

def toy_heaviside(seed=default_seed):
    """
    Simple 1D classification example using a heavy side gp transformation

    :param seed: seed value for data generation (default is 4).
    :type seed: int

    """

    data = GPy.util.datasets.toy_linear_1d_classification(seed=seed)
    Y = data['Y'][:, 0:1]
    Y[Y.flatten() == -1] = 0

    # Model definition
    noise_model = GPy.likelihoods.bernoulli(GPy.likelihoods.noise_models.gp_transformations.Heaviside())
    likelihood = GPy.likelihoods.EP(Y,noise_model)
    m = GPy.models.GPClassification(data['X'], likelihood=likelihood)

    # Optimize
    m.update_likelihood_approximation()
    # Parameters optimization:
    m.optimize()
    #m.pseudo_EM()

    # Plot
    fig, axes = pb.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):
    """
    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
    """
    data = GPy.util.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.

    m.pseudo_EM()
    print(m)
    m.plot()

    return m