Hi,
I remember seeing it somewhere but don't recall where exactly.
You can do it by the following.
1. Inherit from Kernel (
http://scikit-learn.org/dev/modules/generated/sklearn.gaussian_process.kernels.Kernel.html#sklearn.gaussian_process.kernels.Kernel
)
2. Make your hyperparameters on the kernel an attribute starting with
`hyperparameter_` and make it an instance of Hyperparameter as done here (
https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/gaussian_process/kernels.py#L1711
)
3. Implement a __call__ that computes the kernel matrix and if possible the
gradient.
If not already present, this might be worth illustrating in an example
On Thu, Mar 31, 2016 at 7:45 PM, Sebastian Raschka <se.rasc...@gmail.com>
wrote:
> Seems like that the GaussianProcess class only has an autocorrelation
> parameter, but when I understand correctly, the autocorrelation function is
> just the “normalized” covariance kernel, thus it may be possible to provide
> custom kernels here as well? If not, it may be interesting to re-factor it
> a little bit and borrow the code from SVM to accept custom kernels in
> Gaussian Processes as well?
>
> > On Mar 31, 2016, at 5:17 PM, Andreas Mueller <t3k...@gmail.com> wrote:
> >
> > Hi.
> > What do you mean by Gaussian regression?
> > You can specify your own kernels for SVMs, but it will be a bit slower.
> >
> > Cheers,
> > Andy
> >
> > On 03/28/2016 09:40 PM, Amita Misra wrote:
> >> Hi,
> >>
> >> I was using weka earlier for support vector regression and gaussian
> regression
> >>
> >> I am now switching to scikit and was trying to replicate my results
> using support vector regression.
> >> I could get similar results for poly and rbf kernel.
> >>
> >> Is there a way I can specify Pearson VII function kernel(Puk Kernel)
> for support vector and Gaussian regression?
> >>
> >> Thanks,
> >> Amita
> >>
> >>
> >>
> >> --
> >> Amita Misra
> >> Graduate Student Researcher
> >> Natural Language and Dialogue Systems Lab
> >> Baskin School of Engineering
> >> University of California Santa Cruz
> >>
> >>
> >>
> >>
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--
Manoj,
http://github.com/MechCoder
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