高斯过程回归模型完整源代码python,不调用
时间: 2023-10-19 20:14:16 浏览: 116
以下是一个基于numpy实现的高斯过程回归模型的完整源代码:
```python
import numpy as np
class GaussianProcessRegressor:
def __init__(self, kernel, noise=0.1):
self.kernel = kernel
self.noise = noise
self.X = None
self.y = None
self.K = None
self.L = None
self.alpha = None
def fit(self, X, y):
self.X = X
self.y = y
self.K = self.kernel(X, X) + self.noise**2 * np.eye(X.shape[0])
self.L = np.linalg.cholesky(self.K)
self.alpha = np.linalg.solve(self.L.T, np.linalg.solve(self.L, y))
def predict(self, X_star):
K_star = self.kernel(self.X, X_star)
f_star_mean = K_star.T.dot(self.alpha)
v = np.linalg.solve(self.L, K_star)
f_star_cov = self.kernel(X_star, X_star) - v.T.dot(v)
return f_star_mean, f_star_cov
def kernel(self, X1, X2):
pass
class RBFKernel:
def __init__(self, length_scale=1.0, sigma_f=1.0):
self.length_scale = length_scale
self.sigma_f = sigma_f
def __call__(self, X1, X2):
dists = np.sum(X1**2, axis=1).reshape(-1, 1) + np.sum(X2**2, axis=1) - 2 * X1.dot(X2.T)
return self.sigma_f**2 * np.exp(-0.5 * dists / self.length_scale**2)
```
其中,`GaussianProcessRegressor`类实现了高斯过程回归模型的训练和预测,`RBFKernel`类实现了高斯核函数。在使用时,可以先创建一个`RBFKernel`实例,然后将其作为参数传入`GaussianProcessRegressor`中,如下所示:
```python
kernel = RBFKernel(length_scale=1, sigma_f=1)
gp = GaussianProcessRegressor(kernel=kernel, noise=0.1)
gp.fit(X_train, y_train)
y_pred, y_pred_var = gp.predict(X_test)
```
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