mvpa2.clfs.warehouse.GPR¶

class
mvpa2.clfs.warehouse.
GPR
(kernel=None, **kwargs)¶ Gaussian Process Regression (GPR).
Notes
Available conditional attributes:
calling_time+
: Noneestimates+
: Internal classifier estimates the most recent predictions are based onlog_marginal_likelihood
: Log Marginal Likelihoodlog_marginal_likelihood_gradient
: Log Marginal Likelihood Gradientpredicted_variances
: Variance per each predicted valuepredicting_time+
: Time (in seconds) which took classifier to predictpredictions+
: Most recent set of predictionsraw_results
: Nonetrained_dataset
: Nonetrained_nsamples+
: Nonetrained_targets+
: Nonetraining_stats
: Confusion matrix of learning performancetraining_time+
: None
(Conditional attributes enabled by default suffixed with
+
)Methods
Initialize a GPR regression analysis.
Parameters: kernel : Kernel
a kernel object defining the covariance between instances. (Defaults to SquaredExponentialKernel if None in arguments)
sigma_noise : float, optional
the standard deviation of the gaussian noise. Constraints: value must be convertible to type ‘float’, and value must be in range [1e10, inf]. [Default: 0.001]
lm : float or None, optional
The regularization term lambda. Increase this when the kernel matrix is not positive definite. If None, some regularization will be provided upon necessity. Constraints: (value must be convertible to type ‘float’, and value must be in range [0.0, inf]), or value must be
None
. [Default: None]retrainable : bool, optional
Either to enable retraining for ‘retrainable’ classifier. Constraints: value must be convertible to type bool. [Default: False]
enable_ca : None or list of str
Names of the conditional attributes which should be enabled in addition to the default ones
disable_ca : None or list of str
Names of the conditional attributes which should be disabled
auto_train : bool
Flag whether the learner will automatically train itself on the input dataset when called untrained.
force_train : bool
Flag whether the learner will enforce training on the input dataset upon every call.
space : str, optional
Name of the ‘processing space’. The actual meaning of this argument heavily depends on the subclass implementation. In general, this is a trigger that tells the node to compute and store information about the input data that is “interesting” in the context of the corresponding processing in the output dataset.
pass_attr : str, list of strtuple, optional
Additional attributes to pass on to an output dataset. Attributes can be taken from all three attribute collections of an input dataset (sa, fa, a – see
Dataset.get_attr()
), or from the collection of conditional attributes (ca) of a node instance. Corresponding collection name prefixes should be used to identify attributes, e.g. ‘ca.null_prob’ for the conditional attribute ‘null_prob’, or ‘fa.stats’ for the feature attribute stats. In addition to a plain attribute identifier it is possible to use a tuple to trigger more complex operations. The first tuple element is the attribute identifier, as described before. The second element is the name of the target attribute collection (sa, fa, or a). The third element is the axis number of a multidimensional array that shall be swapped with the current first axis. The fourth element is a new name that shall be used for an attribute in the output dataset. Example: (‘ca.null_prob’, ‘fa’, 1, ‘pvalues’) will take the conditional attribute ‘null_prob’ and store it as a feature attribute ‘pvalues’, while swapping the first and second axes. Simplified instructions can be given by leaving out consecutive tuple elements starting from the end.postproc : Node instance, optional
Node to perform postprocessing of results. This node is applied in
__call__()
to perform a final processing step on the to be result dataset. If None, nothing is done.descr : str
Description of the instance
Methods

compute_gradient_log_marginal_likelihood
()¶ Compute gradient of the log marginal likelihood. This version use a more compact formula provided by Williams and Rasmussen book.

compute_gradient_log_marginal_likelihood_logscale
()¶ Compute gradient of the log marginal likelihood when hyperparameters are in logscale. This version use a more compact formula provided by Williams and Rasmussen book.

compute_log_marginal_likelihood
()¶ Compute log marginal likelihood using self.train_fv and self.targets.

get_sensitivity_analyzer
(flavor='auto', **kwargs)¶ Returns a sensitivity analyzer for GPR.
Parameters: flavor : str
What sensitivity to provide. Valid values are ‘linear’, ‘model_select’, ‘auto’. In case of ‘auto’ selects ‘linear’ for linear kernel and ‘model_select’ for the rest. ‘linear’ corresponds to GPRLinearWeights and ‘model_select’ to GRPWeights

kernel
¶

set_hyperparameters
(hyperparameter)¶ Set hyperparameters’ values.
Note that ‘hyperparameter’ is a sequence so the order of its values is important. First value must be sigma_noise, then other kernel’s hyperparameters values follow in the exact order the kernel expect them to be.