ENH use expit in ``_BinaryGaussianProcessClassifierLaplace`` (#9011)
SciPy already provides a numerically stable ``special.expit`` function, which does not overflow on the example mentioned in #8641.
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@ -10,7 +10,7 @@ from operator import itemgetter
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import numpy as np
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from scipy.linalg import cholesky, cho_solve, solve
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from scipy.optimize import fmin_l_bfgs_b
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from scipy.special import erf
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from scipy.special import erf, expit
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from sklearn.base import BaseEstimator, ClassifierMixin, clone
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from sklearn.gaussian_process.kernels \
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@ -389,7 +389,7 @@ class _BinaryGaussianProcessClassifierLaplace(BaseEstimator):
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log_marginal_likelihood = -np.inf
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for _ in range(self.max_iter_predict):
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# Line 4
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pi = 1 / (1 + np.exp(-f))
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pi = expit(f)
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W = pi * (1 - pi)
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# Line 5
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W_sr = np.sqrt(W)
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