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EvoCov extension to learn the kernel function.

Project description

GPlib extension to learn the kernel function.

Setup evocov

  • Create and activate virtualenv (for python2) or venv (for python3)

# for python3
python3 -m venv .env
# or for python2
python2 -m virtualenv .env

source .env/bin/activate
  • Upgrade pip

python -m pip install --upgrade pip
  • Install EvoCov package

python -m pip install evocov

Use EvoCov

  • Import EvoCov and GPlib to use it in your python script.

import gplib
import evocov
  • Initialize the GP with None covariance function.

gp = gplib.GP(
    mean_function=gplib.mea.Fixed(),
    covariance_function=gplib.ker.WhiteNoise()
)
  • Configure the fitting method.

lml = gplib.me.LML()
bic = gplib.me.BIC()

fitting_method = evocov.fit.Random(
    obj_fun=bic.fold_measure,
    max_fun_call=25000,
    nested_fit_method=gplib.fit.MultiStart(
        obj_fun=lml.fold_measure,
        max_fun_call=250,
        nested_fit_method=gplib.fit.LocalSearch(
            obj_fun=lml.fold_measure,
            method="Powell",
            max_fun_call=100
        )
    )
)
  • Fit the kernel and the hyperparameters to the training set.

validation = gplib.dm.Full()

log = fitting_method.fit(gp, validation.get_folds(
    train_set
))
  • There are more examples in examples/ directory. Check them out!

Develop EvoCov

  • Download the repository using git

git clone https://gitlab.com/ibaidev/evocov.git
cd evocov
git config user.email 'MAIL'
git config user.name 'NAME'
git config credential.helper 'cache --timeout=300'
git config push.default simple
  • Update API documentation

source ./.env/bin/activate
pip install Sphinx
cd docs/
sphinx-apidoc -f -o ./ ../evocov

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