Python kernels.Matern方法代码示例

# 需要导入模块: from sklearn.gaussian_process import kernels [as 别名]
# 或者: from sklearn.gaussian_process.kernels import Matern [as 别名]
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 

# 需要导入模块: from sklearn.gaussian_process import kernels [as 别名]
# 或者: from sklearn.gaussian_process.kernels import Matern [as 别名]
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,
        ) 

# 需要导入模块: from sklearn.gaussian_process import kernels [as 别名]
# 或者: from sklearn.gaussian_process.kernels import Matern [as 别名]
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) 

# 需要导入模块: from sklearn.gaussian_process import kernels [as 别名]
# 或者: from sklearn.gaussian_process.kernels import Matern [as 别名]
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} 

# 需要导入模块: from sklearn.gaussian_process import kernels [as 别名]
# 或者: from sklearn.gaussian_process.kernels import Matern [as 别名]
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 

# 需要导入模块: from sklearn.gaussian_process import kernels [as 别名]
# 或者: from sklearn.gaussian_process.kernels import Matern [as 别名]
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