Acquisition Functions

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Acquisition Functions#

pybads.acquisition_functions.acq_fcn_lcb.acq_fcn_lcb(xi, func_count: int, gp: GP, sqrt_beta=None)[source]#

Lower Confidence Bound (LCB) acquisition function. It retrieves the point at the lower confidence bound of the GP surrogate model.

Parameters:
xi: np.ndarray

Input points

func_count: int

Number of function evaluations

gp: GP

Gaussian process

sqrt_beta: float

LCB parameter

Returns:
z: lower confidence bound

Point at the lower confidence bound

f_mu: GP prediction at xi

GP prediction at z.

f_s: GP variance

GP variance at z.