physbo.gp.core package
Submodules
Module contents
- class physbo.gp.core.Model(lik, mean, cov, inf='exact')[source]
Bases:
object
- Parameters:
lik
mean
cov
inf
- cat_params(lik_params, prior_params)[source]
Concatinate the likelihood and prior parameters
- Parameters:
lik_params (numpy.ndarray) – Parameters for likelihood
prior_params (numpy.ndarray) – Parameters for prior
- Returns:
params – parameters about likelihood and prior
- Return type:
numpy.ndarray
- decomp_params(params=None)[source]
decomposing the parameters to those of likelifood and priors
- Parameters:
params (numpy.ndarray) – parameters
- Returns:
lik_params (numpy.ndarray)
prior_params (numpy.ndarray)
- eval_marlik(params, X, t, N=None)[source]
Evaluating marginal likelihood.
- Parameters:
params (numpy.ndarray) – Parameters.
X (numpy.ndarray) – N x d dimensional matrix. Each row of X denotes the d-dimensional feature vector of search candidate.
t (numpy.ndarray) – N dimensional array. The negative energy of each search candidate (value of the objective function to be optimized).
N (int) – Total number of subset data (if not specified, all dataset is used)
- Returns:
marlik (float)
Marginal likelihood.
- export_blm(num_basis, comm=None)[source]
Exporting the blm(Baysean linear model) predictor
- Parameters:
num_basis (int) – Total number of basis
comm (MPI.Comm) – MPI communicator
- Returns:
Bayesian linear model
- Return type:
- fit(X, t, config, comm=None)[source]
Fitting function (update parameters)
- Parameters:
X (numpy.ndarray) – N x d dimensional matrix. Each row of X denotes the d-dimensional feature vector of search candidate.
t (numpy.ndarray) – N dimensional array. The negative energy of each search candidate (value of the objective function to be optimized).
config (physbo.misc.set_config object)
comm (MPI.Comm) – MPI communicator
- get_cand_params(X, t)[source]
Getting candidate for parameters
- Parameters:
X (numpy.ndarray) – N x d dimensional matrix. Each row of X denotes the d-dimensional feature vector of search candidate.
t (numpy.ndarray) – N dimensional array. The negative energy of each search candidate (value of the objective function to be optimized).
- Returns:
params – Parameters
- Return type:
numpy.ndarray
- get_grad_marlik(params, X, t, N=None)[source]
Evaluating gradiant of marginal likelihood.
- Parameters:
params (numpy.ndarray) – Parameters.
X (numpy.ndarray) – N x d dimensional matrix. Each row of X denotes the d-dimensional feature vector of search candidate.
t (numpy.ndarray) – N dimensional array. The negative energy of each search candidate (value of the objective function to be optimized).
N (int) – Total number of subset data (if not specified, all dataset is used)
- Returns:
grad_marlik – Gradiant of marginal likelihood.
- Return type:
numpy.ndarray
- get_params_bound()[source]
Getting boundary of the parameters.
- Returns:
bound – An array with the tuple (min_params, max_params).
- Return type:
list
- get_permutation_importance(X, t, n_perm: int, comm=None, split_features_parallel=False)[source]
Calculating permutation importance of model
- Parameters:
X (numpy.ndarray) – N x d dimensional matrix. Each row of X denotes the d-dimensional feature vector of search candidate.
t (numpy.ndarray) – N dimensional array. The negative energy of each search candidate (value of the objective function to be optimized).
n_perm (int) – Number of permutations
comm (MPI.Comm) – MPI communicator
- Returns:
numpy.ndarray – importance_mean
numpy.ndarray – importance_std
- get_post_fcov(X, Z, params=None, diag=True)[source]
Calculating posterior covariance matrix of model (function)
- Parameters:
X (numpy.ndarray) – inputs
Z (numpy.ndarray) – feature maps
params (numpy.ndarray) – Parameters
diag (bool) – If true, only variances (diagonal elements) are returned.
- Returns:
Returned shape is (num_points) if diag=true, (num_points, num_points) if diag=false, where num_points is the number of points in X.
- Return type:
numpy.ndarray
- get_post_fmean(X, Z, params=None)[source]
Calculating posterior mean of model (function)
- Parameters:
X (numpy.ndarray) – inputs
Z (numpy.ndarray) – feature maps
params (numpy.ndarray) – Parameters
See also
- post_sampling(X, Z, params=None, N=1, alpha=1)[source]
draws samples of mean value of model
- Parameters:
X (numpy.ndarray) – inputs
Z (numpy.ndarray) – feature maps
N (int) – number of samples (default: 1)
alpha (float) – noise for sampling source
- Return type:
numpy.ndarray
- predict_sampling(X, Z, params=None, N=1)[source]
- Parameters:
X (numpy.ndarray) – training datasets
Z (numpy.ndarray) – input for sampling objective values
params (numpy.ndarray) – Parameters
N (int) – number of samples (default: 1)
- Return type:
numpy.ndarray
- prepare(X, t, params=None)[source]
- Parameters:
X (numpy.ndarray) – N x d dimensional matrix. Each row of X denotes the d-dimensional feature vector of search candidate.
t (numpy.ndarray) – N dimensional array. The negative energy of each search candidate (value of the objective function to be optimized).
params (numpy.ndarray) – Parameters.
- sub_sampling(X, t, N)[source]
Make subset for sampling
- Parameters:
X (numpy.ndarray) – Each row of X denotes the d-dimensional feature vector of search candidate.
t (numpy.ndarray) – The negative energy of each search candidate (value of the objective function to be optimized).
N (int) – Total number of data in subset
- Returns:
subX (numpy.ndarray)
subt (numpy.ndarray)
- class physbo.gp.core.Prior(mean, cov)[source]
Bases:
object
prior of gaussian process
- Parameters:
mean (physbo.gp.mean.Const) – mean function
cov (physbo.gp.cov.Gauss) – covariance function
- cat_params(mean_params, cov_params)[source]
- Parameters:
mean_params (numpy.ndarray) – Mean values of parameters
cov_params (numpy.ndarray) – Covariance matrix of parameters
- Return type:
numpy.ndarray
- decomp_params(params)[source]
decomposing the parameters to those of mean values and covariance matrix for priors
- Parameters:
params (numpy.ndarray) – parameters
- Returns:
mean_params (numpy.ndarray)
cov_params (numpy.ndarray)
- get_cov(X, Z=None, params=None, diag=False)[source]
Calculating the variance-covariance matrix of priors
- Parameters:
X (numpy.ndarray) – N x d dimensional matrix. Each row of X denotes the d-dimensional feature vector of search candidate.
Z (numpy.ndarray) – N x d dimensional matrix. Each row of Z denotes the d-dimensional feature vector of tests.
params (numpy.ndarray) – Parameters.
diag (bool) – If true, only variances (diagonal elements) are returned.
- Returns:
Returned shape is (num_points) if diag=true, (num_points, num_points) if diag=false, where num_points is the number of points in X.
- Return type:
numpy.ndarray
- get_grad_cov(X, params=None)[source]
Calculating the covariance matrix priors
- Parameters:
X (numpy.ndarray) – N x d dimensional matrix. Each row of X denotes the d-dimensional feature vector of search candidate.
params (numpy.ndarray) – Parameters.
- Return type:
numpy.ndarray
- get_grad_mean(num_data, params=None)[source]
Calculating the gradiant of mean values of priors
- Parameters:
num_data (int) – Total number of data
params (numpy.ndarray) – Parameters
- Return type:
numpy.ndarray
- get_mean(num_data, params=None)[source]
Calculating the mean value of priors
- Parameters:
num_data (int) – Total number of data
params (numpy.ndarray) – Parameters
- Return type:
float
- sampling(X, N=1)[source]
Sampling from GP prior
- Parameters:
X (numpy.ndarray) – N x d dimensional matrix. Each row of X denotes the d-dimensional feature vector of search candidate.
N (int)
- Return type:
float
- set_cov_params(params)[source]
Setting parameters for covariance matrix of priors
- Parameters:
params (numpy.ndarray) – Parameters
- class physbo.gp.core.SFS(lik, mean, cov, inf='exact', config=None)[source]
Bases:
Model
- Parameters:
lik
mean
cov
inf
- fit(X, t)[source]
Fitting function (update parameters)
- Parameters:
X (numpy.ndarray) – N x d dimensional matrix. Each row of X denotes the d-dimensional feature vector of search candidate.
t (numpy.ndarray) – N dimensional array. The negative energy of each search candidate (value of the objective function to be optimized).
config (physbo.misc.SetConfig object)
- get_post_fmean(X, Z, params=None)[source]
Calculating posterior mean of model (function)
- Parameters:
X (numpy.ndarray) – inputs
Z (numpy.ndarray) – feature maps
params (numpy.ndarray) – Parameters
See also
- predict(Z, params=None)[source]
Calculating posterior mean of model (function)
- Parameters:
X (numpy.ndarray) – inputs
Z (numpy.ndarray) – feature maps
params (numpy.ndarray) – Parameters
See also
- prepare(X, t, params=None)[source]
- Parameters:
X (numpy.ndarray) – N x d dimensional matrix. Each row of X denotes the d-dimensional feature vector of search candidate.
t (numpy.ndarray) – N dimensional array. The negative energy of each search candidate (value of the objective function to be optimized).
params (numpy.ndarray) – Parameters.