bayesquad¶
-
probnum.quad.
bayesquad
(fun, fun0, bounds, nevals=None, type='vanilla', **kwargs)[source]¶ One-dimensional Bayesian quadrature.
Parameters: - fun (function) – Function to be integrated.
- fun0 (RandomProcess) – Stochastic process modelling the function to be integrated.
- bounds (ndarray, shape=(2,)) – Lower and upper limit of integration.
- nevals (int) – Number of function evaluations.
- type (str) –
Type of Bayesian quadrature to use. The available options are
vanilla vanilla
WSABI wsabi
- kwargs (optional) – Keyword arguments passed on.
Returns: - F (RandomVariable) – The integral of
func
froma
tob
. - fun0 (RandomProcess) – Stochastic process modelling the function to be integrated after
neval
observations. - info (dict) – Information on the performance of the method.
References
See also
nbayesquad()
- N-dimensional Bayesian quadrature.