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我正在运行以下代码:

from sklearn.gaussian_process import GaussianProcessRegressor
from sklearn.gaussian_process.kernels import DotProduct, WhiteKernel
print(X.shape)
print(X.values[:,list_of_relevant_features].dtype)
print(y.values.dtype)
kernel = DotProduct() + WhiteKernel()
model_gp = GaussianProcessRegressor(kernel=kernel, random_state=42)
model_gp.fit(X.values[:,list_of_relevant_features], y.values)
print("GP: R2 score: ", model_gp.score(X.values[:,list_of_relevant_features], y.values))

我输入的形状是: (19142, 21) dtypes 分别是:float64

在编辑中添加:X 和 y 是 Pandas 数据框。在.values它们是每个 numpy 数组之后

我得到错误:

ValueError: array is too big; `arr.size * arr.dtype.itemsize` is larger than the maximum possible size.

我无法将 20000 * 20 的数据集成像到实际上对于高斯过程来说太大了,我错了吗?

整个错误信息:

ValueError                                Traceback (most recent call last)
filepath in 
      482 kernel = DotProduct() + WhiteKernel()
      483 model_gp = GaussianProcessRegressor(kernel=kernel, random_state=42)
----> 484 model_gp.fit(X.values[:,list_of_relevant_features], y.values)
      485 print("GP: R2 score: ", model_gp.score(X.values[:,list_of_relevant_features], y.values))
      486 

d:\Toms_venv\venv\lib\site-packages\sklearn\gaussian_process\_gpr.py in fit(self, X, y)
    238             optima = [(self._constrained_optimization(obj_func,
    239                                                       self.kernel_.theta,
--> 240                                                       self.kernel_.bounds))]
    241 
    242             # Additional runs are performed from log-uniform chosen initial

d:\Toms_venv\venv\lib\site-packages\sklearn\gaussian_process\_gpr.py in _constrained_optimization(self, obj_func, initial_theta, bounds)
    503             opt_res = scipy.optimize.minimize(
    504                 obj_func, initial_theta, method="L-BFGS-B", jac=True,
--> 505                 bounds=bounds)
    506             _check_optimize_result("lbfgs", opt_res)
    507             theta_opt, func_min = opt_res.x, opt_res.fun

d:\Toms_venv\venv\lib\site-packages\scipy\optimize\_minimize.py in minimize(fun, x0, args, method, jac, hess, hessp, bounds, constraints, tol, callback, options)
    616     elif meth == 'l-bfgs-b':
    617         return _minimize_lbfgsb(fun, x0, args, jac, bounds,
--> 618                                 callback=callback, **options)
    619     elif meth == 'tnc':
    620         return _minimize_tnc(fun, x0, args, jac, bounds, callback=callback,

d:\Toms_venv\venv\lib\site-packages\scipy\optimize\lbfgsb.py in _minimize_lbfgsb(fun, x0, args, jac, bounds, disp, maxcor, ftol, gtol, eps, maxfun, maxiter, iprint, callback, maxls, finite_diff_rel_step, **unknown_options)
    306     sf = _prepare_scalar_function(fun, x0, jac=jac, args=args, epsilon=eps,
    307                                   bounds=new_bounds,
--> 308                                   finite_diff_rel_step=finite_diff_rel_step)
    309 
    310     func_and_grad = sf.fun_and_grad

d:\Toms_venv\venv\lib\site-packages\scipy\optimize\optimize.py in _prepare_scalar_function(fun, x0, jac, args, bounds, epsilon, finite_diff_rel_step, hess)
    260     # calculation reduces overall function evaluations.
    261     sf = ScalarFunction(fun, x0, args, grad, hess,
--> 262                         finite_diff_rel_step, bounds, epsilon=epsilon)
    263 
    264     return sf

d:\Toms_venv\venv\lib\site-packages\scipy\optimize\_differentiable_functions.py in __init__(self, fun, x0, args, grad, hess, finite_diff_rel_step, finite_diff_bounds, epsilon)
     74 
     75         self._update_fun_impl = update_fun
---> 76         self._update_fun()
     77 
     78         # Gradient evaluation

d:\Toms_venv\venv\lib\site-packages\scipy\optimize\_differentiable_functions.py in _update_fun(self)
    164     def _update_fun(self):
    165         if not self.f_updated:
--> 166             self._update_fun_impl()
    167             self.f_updated = True
    168 

d:\Toms_venv\venv\lib\site-packages\scipy\optimize\_differentiable_functions.py in update_fun()
     71 
     72         def update_fun():
---> 73             self.f = fun_wrapped(self.x)
     74 
     75         self._update_fun_impl = update_fun

d:\Toms_venv\venv\lib\site-packages\scipy\optimize\_differentiable_functions.py in fun_wrapped(x)
     68         def fun_wrapped(x):
     69             self.nfev += 1
---> 70             return fun(x, *args)
     71 
     72         def update_fun():

d:\Toms_venv\venv\lib\site-packages\scipy\optimize\optimize.py in __call__(self, x, *args)
     72     def __call__(self, x, *args):
     73         """ returns the the function value """
---> 74         self._compute_if_needed(x, *args)
     75         return self._value
     76 

d:\Toms_venv\venv\lib\site-packages\scipy\optimize\optimize.py in _compute_if_needed(self, x, *args)
     66         if not np.all(x == self.x) or self._value is None or self.jac is None:
     67             self.x = np.asarray(x).copy()
---> 68             fg = self.fun(x, *args)
     69             self.jac = fg[1]
     70             self._value = fg[0]

d:\Toms_venv\venv\lib\site-packages\sklearn\gaussian_process\_gpr.py in obj_func(theta, eval_gradient)
    229                 if eval_gradient:
    230                     lml, grad = self.log_marginal_likelihood(
--> 231                         theta, eval_gradient=True, clone_kernel=False)
    232                     return -lml, -grad
    233                 else:

d:\Toms_venv\venv\lib\site-packages\sklearn\gaussian_process\_gpr.py in log_marginal_likelihood(self, theta, eval_gradient, clone_kernel)
    460 
    461         if eval_gradient:
--> 462             K, K_gradient = kernel(self.X_train_, eval_gradient=True)
    463         else:
    464             K = kernel(self.X_train_)

d:\Toms_venv\venv\lib\site-packages\sklearn\gaussian_process\kernels.py in __call__(self, X, Y, eval_gradient)
    813         if eval_gradient:
--> 814             K1, K1_gradient = self.k1(X, Y, eval_gradient=True)
    815             K2, K2_gradient = self.k2(X, Y, eval_gradient=True)
    816             return K1 + K2, np.dstack((K1_gradient, K2_gradient))

d:\Toms_venv\venv\lib\site-packages\sklearn\gaussian_process\kernels.py in __call__(self, X, Y, eval_gradient)
   2110         X = np.atleast_2d(X)
   2111         if Y is None:
-> 2112             K = np.inner(X, X) + self.sigma_0 ** 2
   2113         else:
   2114             if eval_gradient:

<__array_function__ internals> in inner(*args, **kwargs)

ValueError: array is too big; `arr.size * arr.dtype.itemsize` is larger than the maximum possible size.
4

1 回答 1

1

我相信这是因为点积内核而发生的:第 2112 行的回溯导致了numpy 内积。所以,你得到的内存错误实际上出现在numpy而不是Scikit-learn. 另请参阅SO 问题和此答案,其中表明在numpy计算内部结果结果的预期数组大小时会引发错误,这可能导致 32 位 Python 中的整数溢出。我的 python 设置是 64 位的,所以我无法进行一致的测试,但以下代码段运行没有错误:

import numpy as np
import pandas as pd
from sklearn.gaussian_process import GaussianProcessRegressor
from sklearn.gaussian_process.kernels import DotProduct, WhiteKernel
from sklearn.datasets import load_boston

b = load_boston()

X = [pd.DataFrame(b['data'])]
y = b['target']
for i in range(50):
    X.append(pd.DataFrame(b['data']))
    y = np.append(y,b['target'])
    
X = pd.concat(X)
X = pd.concat([X,X[X.columns[0:8]]],axis=1)
print(X.values.shape,y.shape)

kernel = DotProduct() + WhiteKernel()
model_gp = GaussianProcessRegressor(kernel=kernel, random_state=42)
model_gp.fit(X.values, y)

我建议以较少的功能运行您的模型,以查看在哪个数组形状上引发了内存错误。或者,您可以尝试不同的内核,它们不需要X.

于 2021-08-23T09:40:57.490 回答