AcquisitionFunction

class probnum.quad.solvers.acquisition_functions.AcquisitionFunction

Bases: ABC

An abstract class for an acquisition function for Bayesian quadrature.

Attributes Summary

has_gradients

Whether the acquisition function exposes gradients.

Methods Summary

__call__(x, bq_state)

Evaluates the acquisition function and optionally its gradients.

Attributes Documentation

has_gradients

Whether the acquisition function exposes gradients.

Methods Documentation

abstract __call__(x, bq_state)[source]

Evaluates the acquisition function and optionally its gradients.

Parameters
  • x (ndarray) – shape=(batch_size, input_dim) – The nodes where the acquisition function is being evaluated.

  • bq_state (BQState) – State of the BQ belief.

Returns

  • acquisition_valuesshape=(batch_size, ) – The acquisition values at nodes x.

  • acquisition_gradientsshape=(batch_size, input_dim) – The corresponding gradients (optional).

Return type

Tuple[ndarray, Optional[ndarray]]