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Python library for Gaussian Process Regression.

Project description

Build Status Documentation Status

GPlib

A python library for Gaussian Process Regression.

Setup GPlib

  • The following packages must be installed before installing GPlib
# for ptyhon3
apt-get install python3-tk
# or for python2
apt-get install python-tk
  • Create and activate virtualenv (for python2) or venv (for ptyhon3)
# for ptyhon3
python3 -m venv --system-site-packages .env
# or for python2
virtualenv --system-site-packages .env

source .env/bin/activate
  • Upgrade pip
# for ptyhon3
python3 -m pip install --upgrade pip
# or for python2
python -m pip install --upgrade pip
  • Install GPlib package
python -m pip install gplib

Use GPlib

  • Import GPlib to use it in your python script.
import gplib
  • Generate some data and test points.
import numpy as np
data = {
  'X': np.arange(3, 8, 1)[:, None],
  'Y': np.random.uniform(0, 2, 5)[:, None]
}
plot_points = np.arange(0, 10, 0.01)[:, None]
  • Initialize the GP module with the desired modules.
gp = gplib.GP(
  mean_function=gplib.mea.Constant(data),
  covariance_function=gplib.cov.SquaredExponential(data, is_ard=False),
  likelihood_function=gplib.lik.Gaussian(is_noisy=True),
  inference_method=gplib.inf.ExactGaussian()
)
  • Sample the prior and the posterior GPs.
prior_samples = gp.sample(plot_points, n_samples=10)
posterior_gp = gp.get_posterior(data)
posterior_samples = posterior_gp.sample(plot_points, n_samples=10)
  • Finally plot the samples.
import matplotlib.pyplot as plt

plt.style.use('ggplot')

plt.clf()
plt.plot(
  (plot_points).flatten().tolist(),
  prior_samples, color='#43dce5'
)
plt.plot(
  (plot_points).flatten().tolist(),
  posterior_samples, color='#b19df0'
)
plt.plot(
  (data['X']).flatten().tolist(),
  (data['Y']).flatten().tolist(), color='#714ce5',
  linestyle='None', marker='o'
)
plt.show()
  • There are more examples in examples/ directory. Check them out!

Develop GPlib

  • Download the repository using git
git clone https://github.com/ibaidev/gplib.git
cd gplib
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 ./ ../gplib

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