WSABIBayesianQuadrature

class probnum.quad.WSABIBayesianQuadrature[source]

Bases: probnum.quad.BayesianQuadrature

Warped Sequential Active Bayesian Integration (WSABI).

Methods Summary

integrate(fun, fun0, domain, nevals, **kwargs) Integrate the function fun.

Methods Documentation

integrate(fun, fun0, domain, nevals, **kwargs)[source]

Integrate the function fun.

Parameters:
  • fun (function) – Function to be integrated.
  • fun0 (RandomProcess) – Stochastic process modelling function to be integrated.
  • domain (ndarray, shape=()) – Domain to integrate over.
  • nevals (int) – Number of function evaluations.