Python sklearn.gaussian_process.kernels.Matern() Examples
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code examples of sklearn.gaussian_process.kernels.Matern().
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Example #1
Source File: gp_tuner.py From nni with MIT License | 5 votes |
def __init__(self, optimize_mode="maximize", utility='ei', kappa=5, xi=0, nu=2.5, alpha=1e-6, cold_start_num=10, selection_num_warm_up=100000, selection_num_starting_points=250): self._optimize_mode = OptimizeMode(optimize_mode) # utility function related self._utility = utility self._kappa = kappa self._xi = xi # target space self._space = None self._random_state = np.random.RandomState() # nu, alpha are GPR related params self._gp = GaussianProcessRegressor( kernel=Matern(nu=nu), alpha=alpha, normalize_y=True, n_restarts_optimizer=25, random_state=self._random_state ) # num of random evaluations before GPR self._cold_start_num = cold_start_num # params for acq_max self._selection_num_warm_up = selection_num_warm_up self._selection_num_starting_points = selection_num_starting_points # num of imported data self._supplement_data_num = 0
Example #2
Source File: acquisition_function.py From polyaxon with Apache License 2.0 | 5 votes |
def get_gaussian_process(config, random_generator): if not isinstance(config, GaussianProcessConfig): raise ValueError("Received a non valid configuration.") if GaussianProcessesKernels.is_rbf(config.kernel): kernel = RBF(length_scale=config.length_scale) else: kernel = Matern(length_scale=config.length_scale, nu=config.nu) return GaussianProcessRegressor( kernel=kernel, n_restarts_optimizer=config.num_restarts_optimizer, random_state=random_generator, )
Example #3
Source File: bayesian_optimization.py From BayesianOptimization with MIT License | 5 votes |
def __init__(self, f, pbounds, random_state=None, verbose=2, bounds_transformer=None): """""" self._random_state = ensure_rng(random_state) # Data structure containing the function to be optimized, the bounds of # its domain, and a record of the evaluations we have done so far self._space = TargetSpace(f, pbounds, random_state) # queue self._queue = Queue() # Internal GP regressor self._gp = GaussianProcessRegressor( kernel=Matern(nu=2.5), alpha=1e-6, normalize_y=True, n_restarts_optimizer=5, random_state=self._random_state, ) self._verbose = verbose self._bounds_transformer = bounds_transformer if self._bounds_transformer: self._bounds_transformer.initialize(self._space) super(BayesianOptimization, self).__init__(events=DEFAULT_EVENTS)
Example #4
Source File: test_util.py From BayesianOptimization with MIT License | 5 votes |
def get_globals(): X = np.array([ [0.00, 0.00], [0.99, 0.99], [0.00, 0.99], [0.99, 0.00], [0.50, 0.50], [0.25, 0.50], [0.50, 0.25], [0.75, 0.50], [0.50, 0.75], ]) def get_y(X): return -(X[:, 0] - 0.3) ** 2 - 0.5 * (X[:, 1] - 0.6)**2 + 2 y = get_y(X) mesh = np.dstack( np.meshgrid(np.arange(0, 1, 0.005), np.arange(0, 1, 0.005)) ).reshape(-1, 2) GP = GaussianProcessRegressor( kernel=Matern(), n_restarts_optimizer=25, ) GP.fit(X, y) return {'x': X, 'y': y, 'gp': GP, 'mesh': mesh}
Example #5
Source File: discrete_choice_data_generator.py From cs-ranking with Apache License 2.0 | 5 votes |
def make_gp_transitive( self, n_instances=1000, n_objects=5, noise=0.0, n_features=100, kernel_params=None, seed=42, **kwd, ): """Creates a nonlinear object ranking problem by sampling from a Gaussian process as the latent utility function. Note that this function needs to compute a kernel matrix of size (n_instances * n_objects) ** 2, which could allocate a large chunk of the memory.""" random_state = check_random_state(seed=seed) if kernel_params is None: kernel_params = dict() n_total = n_instances * n_objects X = random_state.rand(n_total, n_features) L = np.linalg.cholesky(Matern(**kernel_params)(X)) f = L.dot(random_state.randn(n_total)) + random_state.normal( scale=noise, size=n_total ) X = X.reshape(n_instances, n_objects, n_features) f = f.reshape(n_instances, n_objects) Y = f.argmax(axis=1) Y = convert_to_label_encoding(Y, n_objects) return X, Y
Example #6
Source File: object_ranking_data_generator.py From cs-ranking with Apache License 2.0 | 5 votes |
def make_gp_transitive( self, n_instances=1000, n_objects=5, noise=0.0, n_features=100, kernel_params=None, seed=42, **kwd, ): """Creates a nonlinear object ranking problem by sampling from a Gaussian process as the latent utility function. Note that this function needs to compute a kernel matrix of size (n_instances * n_objects) ** 2, which could allocate a large chunk of the memory.""" random_state = check_random_state(seed=seed) if kernel_params is None: kernel_params = dict() n_total = n_instances * n_objects X = random_state.rand(n_total, n_features) L = np.linalg.cholesky(Matern(**kernel_params)(X)) f = L.dot(random_state.randn(n_total)) + random_state.normal( scale=noise, size=n_total ) X = X.reshape(n_instances, n_objects, n_features) f = f.reshape(n_instances, n_objects) Y = scores_to_rankings(f) return X, Y