Scikit learn 如何使用scikit学习高斯过程回归器重现GPy回归的结果?

Scikit learn 如何使用scikit学习高斯过程回归器重现GPy回归的结果?,scikit-learn,gaussian-process,gpyopt,Scikit Learn,Gaussian Process,Gpyopt,GPy回归(GPy)和高斯过程回归(scikit学习)都使用相似的初始值和相同的优化器(lbfgs)。为什么结果差异很大 #!pip -qq install pods #!pip -qq install GPy from sklearn.gaussian_process import GaussianProcessRegressor from sklearn.gaussian_process.kernels import RBF, ConstantKernel as C from sklearn

GPy回归(GPy)和高斯过程回归(scikit学习)都使用相似的初始值和相同的优化器(lbfgs)。为什么结果差异很大

#!pip -qq install pods
#!pip -qq install GPy
from sklearn.gaussian_process import GaussianProcessRegressor
from sklearn.gaussian_process.kernels import RBF, ConstantKernel as C
from sklearn.preprocessing import StandardScaler
import pods
data = pods.datasets.olympic_marathon_men()
X = StandardScaler().fit_transform(data['X'])
y = data['Y']
# scikit-learn
model = GaussianProcessRegressor(C()*RBF(), n_restarts_optimizer=20, random_state=0)
model.fit(X, y)
print(model.kernel_)

# GPy
from GPy.models import GPRegression
from GPy.kern import RBF as GPyRBF
model = GPRegression(X, y, GPyRBF(1))
model.optimize_restarts(20, verbose=0)
print(model.kern)
结果

2.89**2 * RBF(length_scale=0.173)
  rbf.         |               value  |  constraints  |  priors
  variance     |  25.399509298957504  |      +ve      |        
  lengthscale  |   4.279767394389103  |      +ve      |        
使用GPy
RBF()
内核相当于使用scikit learn
ConstantKernel()*RBF()+WhiteKernel()
。因为GPy库在内部添加了似然噪声。使用这一点,我能够在这两方面得到可比的结果