chore: import upstream snapshot with attribution

2026-07-13 13:30:25 +08:00
commit f19b2512d7
562 changed files with 38082 additions and 0 deletions
@@ -0,0 +1,37 @@
+import numpy as np
+
+
+class GaussianProcessClassifier(object):
+
+    def __init__(self, kernel, noise_level=1e-4):
+        """
+        construct gaussian process classifier
+
+        Parameters
+        ----------
+        kernel
+            kernel function to be used to compute Gram matrix
+        noise_level : float
+            parameter to ensure the matrix to be positive
+        """
+        self.kernel = kernel
+        self.noise_level = noise_level
+
+    def _sigmoid(self, a):
+        return np.tanh(a * 0.5) * 0.5 + 0.5
+
+    def fit(self, X, t):
+        if X.ndim == 1:
+            X = X[:, None]
+        self.X = X
+        self.t = t
+        Gram = self.kernel(X, X)
+        self.covariance = Gram + np.eye(len(Gram)) * self.noise_level
+        self.precision = np.linalg.inv(self.covariance)
+
+    def predict(self, X):
+        if X.ndim == 1:
+            X = X[:, None]
+        K = self.kernel(X, self.X)
+        a_mean = K @ self.precision @ self.t
+        return self._sigmoid(a_mean)