boax.acquisitions module#

Implements functionalities to construct acquisition functions.

boax.acquisitions#

Acquisition Types#

class boax.acquisitions.Acquisition(*args, **kwargs)#

A callable type for acquisition functions.

An acquisition function takes a set of index_points as input and returns a numeric acquisition value.

Acquisitions#

Analytic Acquisitions#

probability_of_improvement(bounds[, ...])

The Probability of Improvement acquisition function.

log_probability_of_improvement(bounds[, ...])

The Log Probability of Improvement acquisition function.

expected_improvement(bounds[, ...])

The Expected Improvement acquisition function.

log_expected_improvement(bounds[, ...])

The Log Expected Improvement acquisition function.

upper_confidence_bound(bounds[, beta, ...])

The Upper Confidence Bound (UCB) acquisition function.

Monte Carlo Acquisitions#

q_probability_of_improvement(bounds, ...[, ...])

MC-based batch Probability of Improvement acquisition function.

q_expected_improvement(bounds, batch_size, ...)

MC-based batch Expected Improvement acquisition function.

q_upper_confidence_bound(bounds, batch_size, ...)

MC-based batch Upper Confidence Bound acquisition function.

boax.acquisitions.surrogates#

Surrogate Types#

class boax.acquisitions.surrogates.Surrogate(init, update, prior, posterior, best)#

Surrogates#

single_task_gaussian_process(bounds[, ...])

The single task gaussian process surrogate model.