.. DO NOT EDIT. .. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY. .. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE: .. "auto_examples/gaussian_process/plot_gpc.py" .. LINE NUMBERS ARE GIVEN BELOW. .. only:: html .. note:: :class: sphx-glr-download-link-note :ref:`Go to the end ` to download the full example code or to run this example in your browser via JupyterLite or Binder .. rst-class:: sphx-glr-example-title .. _sphx_glr_auto_examples_gaussian_process_plot_gpc.py: ==================================================================== Probabilistic predictions with Gaussian process classification (GPC) ==================================================================== This example illustrates the predicted probability of GPC for an RBF kernel with different choices of the hyperparameters. The first figure shows the predicted probability of GPC with arbitrarily chosen hyperparameters and with the hyperparameters corresponding to the maximum log-marginal-likelihood (LML). While the hyperparameters chosen by optimizing LML have a considerable larger LML, they perform slightly worse according to the log-loss on test data. The figure shows that this is because they exhibit a steep change of the class probabilities at the class boundaries (which is good) but have predicted probabilities close to 0.5 far away from the class boundaries (which is bad) This undesirable effect is caused by the Laplace approximation used internally by GPC. The second figure shows the log-marginal-likelihood for different choices of the kernel's hyperparameters, highlighting the two choices of the hyperparameters used in the first figure by black dots. .. GENERATED FROM PYTHON SOURCE LINES 24-129 .. rst-class:: sphx-glr-horizontal * .. image-sg:: /auto_examples/gaussian_process/images/sphx_glr_plot_gpc_001.png :alt: plot gpc :srcset: /auto_examples/gaussian_process/images/sphx_glr_plot_gpc_001.png :class: sphx-glr-multi-img * .. image-sg:: /auto_examples/gaussian_process/images/sphx_glr_plot_gpc_002.png :alt: Log-marginal-likelihood :srcset: /auto_examples/gaussian_process/images/sphx_glr_plot_gpc_002.png :class: sphx-glr-multi-img .. rst-class:: sphx-glr-script-out .. code-block:: none Log Marginal Likelihood (initial): -17.598 Log Marginal Likelihood (optimized): -3.875 Accuracy: 1.000 (initial) 1.000 (optimized) Log-loss: 0.214 (initial) 0.319 (optimized) | .. code-block:: Python # Authors: Jan Hendrik Metzen # # License: BSD 3 clause import numpy as np from matplotlib import pyplot as plt from sklearn.gaussian_process import GaussianProcessClassifier from sklearn.gaussian_process.kernels import RBF from sklearn.metrics import accuracy_score, log_loss # Generate data train_size = 50 rng = np.random.RandomState(0) X = rng.uniform(0, 5, 100)[:, np.newaxis] y = np.array(X[:, 0] > 2.5, dtype=int) # Specify Gaussian Processes with fixed and optimized hyperparameters gp_fix = GaussianProcessClassifier(kernel=1.0 * RBF(length_scale=1.0), optimizer=None) gp_fix.fit(X[:train_size], y[:train_size]) gp_opt = GaussianProcessClassifier(kernel=1.0 * RBF(length_scale=1.0)) gp_opt.fit(X[:train_size], y[:train_size]) print( "Log Marginal Likelihood (initial): %.3f" % gp_fix.log_marginal_likelihood(gp_fix.kernel_.theta) ) print( "Log Marginal Likelihood (optimized): %.3f" % gp_opt.log_marginal_likelihood(gp_opt.kernel_.theta) ) print( "Accuracy: %.3f (initial) %.3f (optimized)" % ( accuracy_score(y[:train_size], gp_fix.predict(X[:train_size])), accuracy_score(y[:train_size], gp_opt.predict(X[:train_size])), ) ) print( "Log-loss: %.3f (initial) %.3f (optimized)" % ( log_loss(y[:train_size], gp_fix.predict_proba(X[:train_size])[:, 1]), log_loss(y[:train_size], gp_opt.predict_proba(X[:train_size])[:, 1]), ) ) # Plot posteriors plt.figure() plt.scatter( X[:train_size, 0], y[:train_size], c="k", label="Train data", edgecolors=(0, 0, 0) ) plt.scatter( X[train_size:, 0], y[train_size:], c="g", label="Test data", edgecolors=(0, 0, 0) ) X_ = np.linspace(0, 5, 100) plt.plot( X_, gp_fix.predict_proba(X_[:, np.newaxis])[:, 1], "r", label="Initial kernel: %s" % gp_fix.kernel_, ) plt.plot( X_, gp_opt.predict_proba(X_[:, np.newaxis])[:, 1], "b", label="Optimized kernel: %s" % gp_opt.kernel_, ) plt.xlabel("Feature") plt.ylabel("Class 1 probability") plt.xlim(0, 5) plt.ylim(-0.25, 1.5) plt.legend(loc="best") # Plot LML landscape plt.figure() theta0 = np.logspace(0, 8, 30) theta1 = np.logspace(-1, 1, 29) Theta0, Theta1 = np.meshgrid(theta0, theta1) LML = [ [ gp_opt.log_marginal_likelihood(np.log([Theta0[i, j], Theta1[i, j]])) for i in range(Theta0.shape[0]) ] for j in range(Theta0.shape[1]) ] LML = np.array(LML).T plt.plot( np.exp(gp_fix.kernel_.theta)[0], np.exp(gp_fix.kernel_.theta)[1], "ko", zorder=10 ) plt.plot( np.exp(gp_opt.kernel_.theta)[0], np.exp(gp_opt.kernel_.theta)[1], "ko", zorder=10 ) plt.pcolor(Theta0, Theta1, LML) plt.xscale("log") plt.yscale("log") plt.colorbar() plt.xlabel("Magnitude") plt.ylabel("Length-scale") plt.title("Log-marginal-likelihood") plt.show() .. rst-class:: sphx-glr-timing **Total running time of the script:** (0 minutes 1.860 seconds) .. _sphx_glr_download_auto_examples_gaussian_process_plot_gpc.py: .. only:: html .. container:: sphx-glr-footer sphx-glr-footer-example .. container:: binder-badge .. image:: images/binder_badge_logo.svg :target: https://mybinder.org/v2/gh/scikit-learn/scikit-learn/main?urlpath=lab/tree/notebooks/auto_examples/gaussian_process/plot_gpc.ipynb :alt: Launch binder :width: 150 px .. container:: lite-badge .. image:: images/jupyterlite_badge_logo.svg :target: ../../lite/lab/?path=auto_examples/gaussian_process/plot_gpc.ipynb :alt: Launch JupyterLite :width: 150 px .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: plot_gpc.ipynb ` .. container:: sphx-glr-download sphx-glr-download-python :download:`Download Python source code: plot_gpc.py ` .. include:: plot_gpc.recommendations .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_