python 高斯过程_Python：高斯过程回归和GridSearchCV

我正在使用Python在NIR频谱数据上进行高斯过程回归 . 我可以用GPR获得一些结果，并希望优化GPR的参数 . 我正在尝试使用GridSearchCV来优化参数，但我一直收到错误，并且找不到人们使用GridSearchCV进行高斯过程的任何示例(来自sklearn.gaussian_process) . 我的快速问题是我是否可以将GridSearchCV用于GPR . 如果没有，您建议使用什么来优化参数 .

这是我的错误：

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-# Tuning hyper-parameters for precision

Traceback (most recent call last):

File "", line 1, in runfile('C:/Users/hkim.N04485/Desktop/Python/untitled14.py', wdir='C:/Users/hkim.N04485/Desktop/Python')

File "C:\Users\hkim.N04485\Anaconda2\lib\site-packages\spyderlib\widgets\externalshell\sitecustomize.py", line 699, in runfile execfile(filename, namespace)

File "C:\Users\hkim.N04485\Anaconda2\lib\site-packages\spyderlib\widgets\externalshell\sitecustomize.py", line 74, in execfile exec(compile(scripttext, filename, 'exec'), glob, loc)

File "C:/Users/hkim.N04485/Desktop/Python/untitled14.py", line 39, in gp.fit(X1, y1_glucose)

File "C:\Users\hkim.N04485\Anaconda2\lib\site-packages\sklearn\grid_search.py", line 804, in fit return self._fit(X, y, ParameterGrid(self.param_grid))

File "C:\Users\hkim.N04485\Anaconda2\lib\site-packages\sklearn\grid_search.py", line 553, in _fit for parameters in parameter_iterable

File "C:\Users\hkim.N04485\Anaconda2\lib\site-packages\sklearn\externals\joblib\parallel.py", line 804, in call while self.dispatch_one_batch(iterator):

File "C:\Users\hkim.N04485\Anaconda2\lib\site-packages\sklearn\externals\joblib\parallel.py", line 662, in dispatch_one_batch self._dispatch(tasks)

File "C:\Users\hkim.N04485\Anaconda2\lib\site-packages\sklearn\externals\joblib\parallel.py", line 570, in _dispatch job = ImmediateComputeBatch(batch)

File "C:\Users\hkim.N04485\Anaconda2\lib\site-packages\sklearn\externals\joblib\parallel.py", line 183, in init self.results = batch()

File "C:\Users\hkim.N04485\Anaconda2\lib\site-packages\sklearn\externals\joblib\parallel.py", line 72, in call return [func(*args, **kwargs) for func, args, kwargs in self.items]

File "C:\Users\hkim.N04485\Anaconda2\lib\site-packages\sklearn\cross_validation.py", line 1550, in _fit_and_score test_score = _score(estimator, X_test, y_test, scorer)

File "C:\Users\hkim.N04485\Anaconda2\lib\site-packages\sklearn\cross_validation.py", line 1606, in _score score = scorer(estimator, X_test, y_test)

File "C:\Users\hkim.N04485\Anaconda2\lib\site-packages\sklearn\metrics\scorer.py", line 90, in call **self._kwargs)

File "C:\Users\hkim.N04485\Anaconda2\lib\site-packages\sklearn\metrics\classification.py", line 1203, in precision_score sample_weight=sample_weight)

File "C:\Users\hkim.N04485\Anaconda2\lib\site-packages\sklearn\metrics\classification.py", line 956, in precision_recall_fscore_support y_type, y_true, y_pred = _check_targets(y_true, y_pred)

File "C:\Users\hkim.N04485\Anaconda2\lib\site-packages\sklearn\metrics\classification.py", line 82, in _check_targets "".format(type_true, type_pred))

ValueError: Can't handle mix of multiclass and continuous

我该如何解决？

这是我的代码 .

tuned_parameters = [{'corr':['squared_exponential'], 'theta0': [0.01, 0.2, 0.8, 1.]},

{'corr':['cubic'], 'theta0': [0.01, 0.2, 0.8, 1.]}]

scores = ['precision', 'recall']

xy_line=(0,1200)

for score in scores:

print("# Tuning hyper-parameters for %s" % score)

print()

gp = GridSearchCV(GaussianProcess(normalize=False), tuned_parameters, cv=5,

scoring='%s_weighted' % score)

gp.fit(X1, y1_glucose)

print("Best parameters set found on development set:")

print()

print(gp.best_params_)

print()

print("Grid scores on development set:")

print()

for params, mean_score, scores in gp.grid_scores_:

print("%0.3f (+/-%0.03f) for %r"

% (mean_score, scores.std() * 2, params))

y_true, y_pred = y2_glucose, gp.predict(X2)

# Scatter plot (reference vs predicted )

fig, ax = plt.subplots(figsize=(11,13))

ax.scatter(y2_glucose,y_pred)

ax.plot(xy_line, xy_line, 'r--')

major_ticks = np.arange(-300,2000,100)

minor_ticks = np.arange(0,1201,100)

ax.set_xticks(minor_ticks)

ax.set_yticks(major_ticks)

ax.grid()

plt.title('1')

ax.set_xlabel('Reference')

ax.set_ylabel('Predicted')