active_regression.py

"""
Active regression example with Gaussian processes.
"""

import numpy as np
from sklearn.gaussian_process import GaussianProcessRegressor
from sklearn.gaussian_process.kernels import WhiteKernel, RBF
from modAL.models import ActiveLearner
from modAL.disagreement import max_std_sampling

np.random.seed(0)

# generating the data
X = np.random.choice(np.linspace(0, 20, 10000), size=200, replace=False).reshape(-1, 1)
y = np.sin(X) + np.random.normal(scale=0.3, size=X.shape)

# assembling initial training set
n_initial = 5
initial_idx = np.random.choice(range(len(X)), size=n_initial, replace=False)
X_initial, y_initial = X[initial_idx], y[initial_idx]

# defining the kernel for the Gaussian process
kernel = RBF(length_scale=1.0, length_scale_bounds=(1e-2, 1e3)) \
         + WhiteKernel(noise_level=1, noise_level_bounds=(1e-10, 1e+1))

# initializing the active learner
regressor = ActiveLearner(
    estimator=GaussianProcessRegressor(kernel=kernel),
    query_strategy=max_std_sampling,
    X_training=X_initial.reshape(-1, 1), y_training=y_initial.reshape(-1, 1),
)

# active learning
n_queries = 10
for idx in range(n_queries):
    query_idx, query_instance = regressor.query(X)
    regressor.teach(X[query_idx].reshape(1, -1), y[query_idx].reshape(1, -1))