test_gaussian_process.py 文件源码

def test_mse_solving():
    # test the MSE estimate to be sane.
    # non-regression test for ignoring off-diagonals of feature covariance,
    # testing with nugget that renders covariance useless, only
    # using the mean function, with low effective rank of data
    gp = GaussianProcess(corr='absolute_exponential', theta0=1e-4,
                         thetaL=1e-12, thetaU=1e-2, nugget=1e-2,
                         optimizer='Welch', regr="linear", random_state=0)

    X, y = make_regression(n_informative=3, n_features=60, noise=50,
                           random_state=0, effective_rank=1)

    gp.fit(X, y)
    assert_greater(1000, gp.predict(X, eval_MSE=True)[1].mean())