""" ================================================================= Iso-probability lines for Gaussian Processes classification (GPC) ================================================================= A two-dimensional classification example showing iso-probability lines for the predicted probabilities. """ # Authors: The scikit-learn developers # SPDX-License-Identifier: BSD-3-Clause import numpy as np from matplotlib import cm from matplotlib import pyplot as plt from sklearn.gaussian_process import GaussianProcessClassifier from sklearn.gaussian_process.kernels import ConstantKernel as C from sklearn.gaussian_process.kernels import DotProduct # A few constants lim = 8 def g(x): """The function to predict (classification will then consist in predicting whether g(x) <= 0 or not)""" return 5.0 - x[:, 1] - 0.5 * x[:, 0] ** 2.0 # Design of experiments X = np.array( [ [-4.61611719, -6.00099547], [4.10469096, 5.32782448], [0.00000000, -0.50000000], [-6.17289014, -4.6984743], [1.3109306, -6.93271427], [-5.03823144, 3.10584743], [-2.87600388, 6.74310541], [5.21301203, 4.26386883], ] ) # Observations y = np.array(g(X) > 0, dtype=int) # Instantiate and fit Gaussian Process Model kernel = C(0.1, (1e-5, np.inf)) * DotProduct(sigma_0=0.1) ** 2 gp = GaussianProcessClassifier(kernel=kernel) gp.fit(X, y) print("Learned kernel: %s " % gp.kernel_) # Evaluate real function and the predicted probability res = 50 x1, x2 = np.meshgrid(np.linspace(-lim, lim, res), np.linspace(-lim, lim, res)) xx = np.vstack([x1.reshape(x1.size), x2.reshape(x2.size)]).T y_true = g(xx) y_prob = gp.predict_proba(xx)[:, 1] y_true = y_true.reshape((res, res)) y_prob = y_prob.reshape((res, res)) # Plot the probabilistic classification iso-values fig = plt.figure(1) ax = fig.gca() ax.axes.set_aspect("equal") plt.xticks([]) plt.yticks([]) ax.set_xticklabels([]) ax.set_yticklabels([]) plt.xlabel("$x_1$") plt.ylabel("$x_2$") cax = plt.imshow(y_prob, cmap=cm.gray_r, alpha=0.8, extent=(-lim, lim, -lim, lim)) norm = plt.matplotlib.colors.Normalize(vmin=0.0, vmax=0.9) cb = plt.colorbar(cax, ticks=[0.0, 0.2, 0.4, 0.6, 0.8, 1.0], norm=norm) cb.set_label(r"${\rm \mathbb{P}}\left[\widehat{G}(\mathbf{x}) \leq 0\right]$") plt.clim(0, 1) plt.plot(X[y <= 0, 0], X[y <= 0, 1], "r.", markersize=12) plt.plot(X[y > 0, 0], X[y > 0, 1], "b.", markersize=12) plt.contour(x1, x2, y_true, [0.0], colors="k", linestyles="dashdot") cs = plt.contour(x1, x2, y_prob, [0.666], colors="b", linestyles="solid") plt.clabel(cs, fontsize=11) cs = plt.contour(x1, x2, y_prob, [0.5], colors="k", linestyles="dashed") plt.clabel(cs, fontsize=11) cs = plt.contour(x1, x2, y_prob, [0.334], colors="r", linestyles="solid") plt.clabel(cs, fontsize=11) plt.show()