Gaussian process classification

Gaussian processes are not restricted to regression. We can also use them for classification. As we saw in Chapter 4, Generalizing Linear Models, we turn a linear model into a suitable model to classify data by using a Bernoulli likelihood with a logistic inverse link function (and then applying a boundary decision rule to separate classes). We will try to recapitulate model_0 from Chapter 4, Generalizing Linear Models, for the iris dataset, this time using a GP instead of a linear model.

Let's invite the iris dataset to the stage one more time:

iris = pd.read_csv('../data/iris.csv')iris.head()
sepal_length sepal_width petal_length petal_width species
0 5.1 3.5 1.4 0.2 setosa
1 4.9 3.0 1.4 0.2

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