Python library for Gaussian Process Regression.
Project description
GPlib
A python library for Gaussian Process Regression.
Setup GPlib
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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
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Upgrade pip
python -m pip install --upgrade pip
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Install GPlib package
python -m pip install gplib
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Matplotlib requires to install a backend to work interactively (See https://matplotlib.org/faq/virtualenv_faq.html). The easiest solution is to install the Tk framework, which can be found as python-tk (or python3-tk) on certain Linux distributions.
Use GPlib
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Import GPlib to use it in your python script.
import gplib
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Initialize the GP with the desired modules.
gp = gplib.GP( mean_function=gplib.mea.Fixed(), covariance_function=gplib.ker.SquaredExponential() )
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Plot the GP.
gplib.plot.gp_1d(gp, n_samples=10)
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Generate some random data.
import numpy as np data = { 'X': np.arange(3, 8, 1.0)[:, None], 'Y': np.random.uniform(0, 2, 5)[:, None] }
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Get the posterior GP given the data.
posterior_gp = gp.get_posterior(data)
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Finally plot the posterior GP.
gplib.plot.gp_1d(posterior_gp, data, n_samples=10)
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There are more examples in examples/ directory. Check them out!
Develop GPlib
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Download the repository using git
git clone https://gitlab.com/ibaidev/gplib.git
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Update API documentation
source ./.env/bin/activate pip install Sphinx cd docs/ sphinx-apidoc -f -o ./ ../gplib
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