import numpy as np from sklearn.gaussian_process import GaussianProcessRegressor # Different kernels available in sklearn: from sklearn.gaussian_process.kernels import RBF, ConstantKernel, Matern, WhiteKernel, ExpSineSquared, RationalQuadratic from matplotlib import pyplot as plt plt.rcParams.update({ 'axes.labelsize': 16, 'xtick.labelsize': 14, 'ytick.labelsize': 14 }) # Set random seed for same results np.random.seed(12345) # Load data inFileName = 'DATA/original_histograms/mass_mm_higgs_Background.npz' with np.load(inFileName) as data: bin_centers = data['bin_centers'] bin_values = np.log(data['bin_values']) bin_errors = data['bin_errors'] / data['bin_values'] # How does the error scale when taking f(x) = ln(x)? # Mask signal_region = (119, 131) mask = (bin_centers < signal_region[0]) | (bin_centers > signal_region[1]) bin_centers_masked = bin_centers[mask] bin_values_masked = bin_values[mask] bin_errors_masked = bin_errors[mask] # Set hyper-parameter bounds for ConstantKernel nEvts = np.max(bin_values) const0 = 1. const_low = 1e-1 const_hi = 1e3 # Set hyper-parameter bounds for RBF kernel RBF0 = 1. RBF_low = 1e-1 RBF_high = 1e2 # A) Define kernel: ConstantKernel * RBF: kernel_RBF = ConstantKernel(const0, constant_value_bounds=(const_low, const_hi)) * RBF(RBF0, length_scale_bounds=(RBF_low, RBF_high)) # B) Define kernel: ConstantKernel * Matern: kernel_Matern = ConstantKernel(const0, constant_value_bounds=(const_low, const_hi)) * Matern(RBF0, length_scale_bounds=(RBF_low, RBF_high), nu=1.5) # Transform x data into 2d vector! X = np.atleast_2d(bin_centers_masked).T # true datapoints X_to_predict = np.atleast_2d(np.linspace(110, 160, 1000)).T # what to predict y = bin_values_masked # Initialize Gaussian Process Regressor: !!! alpha = bin_errors, 2*bin_errors or bin_errors**2? Your task to figure out!!! gp = GaussianProcessRegressor(kernel=kernel_RBF, n_restarts_optimizer=1, alpha=bin_errors_masked**2) # Fit on X with values y gp.fit(X, y) print('Final kernel combination:\n', gp.kernel_) # Predict y_pred, sigma = gp.predict(X_to_predict, return_std=True) y_pred_sparse, sigma_sparse = gp.predict(np.atleast_2d(bin_centers).T, return_std=True) fig, axes = plt.subplot_mosaic([['main'],['main'],['main'],['ratio']], sharex=True, figsize=(8, 8)) # Main pad axes['main'].set_title('Example GPR with RBF kernel', fontsize=20, fontweight='bold') axes['main'].fill_between(X_to_predict.ravel(), y_pred - sigma, y_pred + sigma) axes['main'].scatter(bin_centers_masked, bin_values_masked, color='r', linewidth=0.5, marker='o', s=25, label='Data') axes['main'].scatter(bin_centers[~mask], bin_values[~mask], color='g', marker='+', s=100, label='Blinded data (not used in the fit)') axes['main'].plot(X_to_predict, y_pred, color='k', label='GPR Prediction') axes['main'].set_ylabel('ln(events/bin)', fontsize=16) axes['main'].set_ylim((8, 12)) axes['main'].legend(fontsize=16) # Ratio pad axes['ratio'].errorbar(bin_centers, bin_values/y_pred_sparse, yerr=sigma_sparse, color='k', linewidth=0., elinewidth=0.5, marker='.') axes['ratio'].axhline(1, c='k', lw=1, alpha=0.7) axes['ratio'].set_xlabel(r'$m_{\mu\mu}$ [GeV]', fontsize=16) axes['ratio'].set_ylabel('Data/Pred.', fontsize=16) # Make ratio plot labels symmetric around 1. max = np.max(np.abs(axes['ratio'].get_yticks() - 1.)) / 1.5 axes['ratio'].set_ylim((1. - max, 1. + max)) axes['ratio'].grid() # Make an inner plot axes['main'].plot([113, 119], [9.9, 10.9], 'k--') axes['main'].plot([138, 131], [9.9, 10.3], 'k--') ax_inner = fig.add_axes([0.2125, 0.3625, 0.4, 0.25]) ax_inner.set_title('zoom-in', fontsize=20) ax_inner.scatter(bin_centers[~mask], bin_values[~mask], color='g', marker='+', s=100) ax_inner.plot(X_to_predict, y_pred, color='k') ax_inner.set_xlim(signal_region) ax_inner.set_ylim((10.3, 11)) ax_inner.grid() plt.tight_layout() plt.show() plt.savefig('GPR_simple.pdf')