Probit-GP classifier (Laplace approximation).

Probit-GP classifier (Laplace approximation).

Usage

morie_ghosal_np_classification(
  x,
  y,
  length_scale = NULL,
  sigma_f = 1,
  n_iter = 300,
  seed = 0
)

Arguments

x

Numeric matrix of features.

y

Numeric binary labels (0/1).

length_scale

Optional kernel length-scale.

sigma_f

Numeric signal sd (default 1).

n_iter

Integer maximum Laplace iterations (default 300).

seed

Integer RNG seed (default 0).

Value

Named list with estimate, p_hat, accuracy, length_scale, n, method.

Examples

morie_ghosal_np_classification(x = rnorm(50), y = rnorm(50))
#> $estimate
#> [1] 0.4560966
#> 
#> $p_hat
#>  [1] 0.9813741 0.2229633 0.9856820 0.9820934 0.5156247 0.1918312 0.2006817
#>  [8] 0.2257643 0.2784737 0.9321172 0.8150671 0.2043740 0.1941154 0.2262712
#> [15] 0.2253404 0.2171036 0.3956549 0.2017673 0.5334501 0.1919315 0.2336243
#> [22] 0.4851810 0.3309215 0.8426927 0.2644380 0.5933120 0.9576763 0.2071939
#> [29] 0.1910661 0.2956106 0.2321805 0.2114068 0.2159320 0.2082780 0.7876747
#> [36] 0.9692737 0.9330284 0.2161279 0.9793061 0.2272801 0.9916035 0.6451176
#> [43] 0.2149749 0.2034722 0.1936097 0.1964934 0.1925086 0.9699419 0.8599915
#> [50] 0.2332316
#> 
#> $accuracy
#> [1] 0
#> 
#> $length_scale
#> [1] 0.9016951
#> 
#> $n
#> [1] 50
#> 
#> $method
#> [1] "Probit-link GP classifier (Laplace)"
#>