"""Stopping criterion based on the relative change of the successive integral
estimators."""
import numpy as np
from probnum.quad.solvers.bq_state import BQState
from probnum.quad.solvers.stopping_criteria import BQStoppingCriterion
from probnum.typing import FloatLike
# pylint: disable=too-few-public-methods
class RelativeMeanChange(BQStoppingCriterion):
"""Stop once the relative change of consecutive integral estimates are smaller than
a tolerance.
The stopping criterion is:
:math:`|\\hat{F}_{c} - \\hat{F}_{p}|/ |\\hat{F}_{c}| \\leq r` where
:math:`\\hat{F}_{c}` and :math:`\\hat{F}_{p}` are the integral estimates of the
current and previous iteration respectively, and :math:`r` is the relative
tolerance.
Parameters
----------
rel_tol:
Relative error tolerance on consecutive integral mean values.
"""
def __init__(self, rel_tol: FloatLike):
self.rel_tol = rel_tol
[docs] def __call__(self, bq_state: BQState) -> bool:
integral_belief = bq_state.integral_belief
return (
np.abs(
(integral_belief.mean - bq_state.previous_integral_beliefs[-1].mean)
/ integral_belief.mean
)
<= self.rel_tol
)