Add noise attribute to skopt.GaussianProcessRegressor

MechCoder · MechCoder · commit ccb845855ccc · 2016-09-15T23:18:09.000-04:00
diff --git a/skopt/learning/gpr.py b/skopt/learning/gpr.py
@@ -0,0 +1,17 @@
+from sklearn.gaussian_process import GaussianProcessRegressor as sk_GaussianProcessRegressor
+from sklearn.gaussian_process.kernels import Matern
+from sklearn.gaussian_process.kernels import WhiteKernel
+
+class GaussianProcessRegressor(sk_GaussianProcessRegressor):
+    """
+    GaussianProcessRegressor that allows noise tunability.
+    """
+
+    def fit(self, X, y):
+        super(GaussianProcessRegressor, self).fit(X, y)
+        for param, value in self.kernel_.get_params().items():
+            # XXX: Should return this only in the case where a
+            # WhiteKernel is added.
+            if param.endswith('noise_level'):
+                self.noise_ = value
+                break
diff --git a/skopt/optimizer/gp.py b/skopt/optimizer/gp.py
@@ -3,7 +3,7 @@
 import numpy as np
 
 from sklearn.base import clone
-from sklearn.gaussian_process import GaussianProcessRegressor
+from skopt.learning import GaussianProcessRegressor
 from sklearn.gaussian_process.kernels import Matern
 from sklearn.gaussian_process.kernels import ConstantKernel
 from sklearn.gaussian_process.kernels import WhiteKernel
