BQState¶
- class probnum.quad.solvers.BQState(measure, kernel, scale_sq=1.0, integral_belief=None, previous_integral_beliefs=(), nodes=None, fun_evals=None, gram=array([], shape=(1, 0), dtype=float64), gram_cho_factor=(array([], shape=(1, 0), dtype=float64), False), kernel_means=array([], dtype=float64))¶
Bases:
object
Container for the quantities defining the BQ problem and the BQ belief.
- Parameters
measure (IntegrationMeasure) – The integration measure.
kernel (Kernel) – The kernel used for BQ.
scale_sq (FloatLike) – Square of the kernel scaling parameter.
integral_belief (Optional[Normal]) – Normal distribution over the value of the integral.
previous_integral_beliefs (Tuple[Normal]) – Integral beliefs on computed on previous iterations.
nodes (Optional[np.ndarray]) – All locations at which function evaluations are available.
fun_evals (Optional[np.ndarray]) – Function evaluations at nodes.
gram (np.ndarray) – The kernel Gram matrix.
gram_cho_factor (Tuple[np.ndarray, bool]) – The output of BQBeliefUpdate.compute_gram_cho_factor.
kernel_means (np.ndarray) – All kernel mean evaluations at
nodes
.
See also
BQIterInfo
Container for quantities concerning the BQ loop iteration.
Methods Summary
from_new_data
(kernel, scale_sq, nodes, ...)Initialize state from updated data.
Methods Documentation
- classmethod from_new_data(kernel, scale_sq, nodes, fun_evals, integral_belief, prev_state, gram, gram_cho_factor, kernel_means)[source]¶
Initialize state from updated data.
- Parameters
kernel (CovarianceFunction) – The kernel used for BQ.
scale_sq (FloatLike) – Square of the kernel scaling parameter.
nodes (ndarray) – All locations at which function evaluations are available.
fun_evals (ndarray) – Function evaluations at nodes.
integral_belief (Normal) – Normal distribution over the value of the integral.
prev_state (BQState) – Previous state of the BQ loop.
gram (ndarray) – The Gram matrix of the given nodes.
gram_cho_factor (Tuple[ndarray, bool]) – The output of BQBeliefUpdate.compute_gram_cho_factor for
gram
.kernel_means (ndarray) – The kernel means at the given nodes.
- Returns
An instance of this class.
- Return type
bq_state