FunctionLogger#
- class pyvbmc.function_logger.FunctionLogger(fun, D: int, noise_flag: bool, uncertainty_handling_level: int, cache_size: int = 500, parameter_transformer: ParameterTransformer = None)[source]#
Class that evaluates a function and caches its values.
- Parameters:
- funcallable
The function to be logged. fun must take a vector input and return a scalar value and, optionally, the (estimated) SD of the returned value (if the function fun is stochastic).
- Dint
The number of dimensions that the function takes as input.
- noise_flagbool
Whether the function fun is stochastic or not.
- uncertainty_handling_level{0, 1, 2}
The uncertainty handling level which can be one of (0: none; 1: unknown noise level; 2: user-provided noise).
- cache_sizeint, optional
The initial size of caching table (default 500).
- parameter_transformerParameterTransformer, optional
A ParameterTransformer is required to transform the parameters between constrained and unconstrained space, by default None.
- __call__(x: ndarray)[source]#
Evaluates the function FUN at x and caches values.
- Parameters:
- xnp.ndarray
The point at which the function will be evaluated. The shape of x should be (1, D) or (D,).
- Returns:
- f_valfloat
The result of the evaluation.
- SDfloat
The (estimated) SD of the returned value.
- idxint
The index of the last updated entry.
- Raises:
- ValueError
If the input cannot be coerced to 1-D.
- ValueError
Raise if the function value is not a finite real-valued scalar.
- ValueError
Raise if the (estimated) SD (second function output) is not a finite, positive real-valued scalar.
- add(x: ndarray, f_val_orig: float, f_sd: float = None, fun_eval_time=nan)[source]#
Add an previously evaluated function sample to the function cache.
- Parameters:
- xnp.ndarray
The point at which the function has been evaluated. The shape of x should be (1, D) or (D,).
- f_val_origfloat
The result of the evaluation of the function.
- f_sdfloat, optional
The (estimated) SD of the returned value (if heteroskedastic noise handling is on) of the evaluation of the function, by default None.
- fun_eval_timefloat
The duration of the time it took to evaluate the function, by default np.nan.
- Returns:
- f_valfloat
The result of the evaluation.
- SDfloat
The (estimated) SD of the returned value.
- idxint
The index of the last updated entry.
- Raises:
- ValueError
If the input cannot be coerced to 1-D.
- ValueError
Raise if the function value is not a finite real-valued scalar.
- ValueError
Raise if the (estimated) SD (second function output) is not a finite, positive real-valued scalar.