예제 #1
0
 def fitting_gaussian_process(self, x_train, y_train):
     """
     Given the training samples, fitting a gaussian process model
     :param x_train: training x
     :param y_train: training y
     :return: the learned gaussian model
     """
     kernel = C(1.0,
                (1e-3, 1e3)) * Matern(length_scale=np.ones(
                    (feature_map().shape[0], )),
                                      length_scale_bounds=(0.01, 10.0e20),
                                      nu=1.5)
     gpr = GaussianProcessRegressor(kernel=kernel, n_restarts_optimizer=10)
     gpr.fit(x_train, y_train)
     gpr.optimizer = None
     return gpr