Scikit-Learn之利用高斯过程回归

一、导入数据并参看形状

from sklearn.datasets import load_boston
import numpy as np
boston = load_boston()
boston_X = boston.data
boston_y = boston.target

print(boston_X.shape)
print(boston_y.shape)
train_set = np.random.choice([True, False], len(boston_y),p=[.75, .25])
print(train_set.shape)

二、导入高斯过程回归模块并选择默认参数实例化

from sklearn.gaussian_process import GaussianProcessRegressor
gpr = GaussianProcessRegressor()
gpr

三、导入高斯过程核函数并选择参数

from sklearn.gaussian_process.kernels import RBF, ConstantKernel as CK
 
mixed_kernel = kernel = CK(1.0, (1e-4, 1e4)) * RBF(10, (1e-4, 1e4))  #径向基径向基Radial basis function,简称RBF

四、将参数代入模块中并实例化

gpr = GaussianProcessRegressor(alpha=5,
                                n_restarts_optimizer=20,
                                kernel = mixed_kernel