MutualInformation¶
- class probnum.quad.solvers.acquisition_functions.MutualInformation¶
Bases:
AcquisitionFunction
The mutual information between a hypothetical integrand observation and the integral value.
The acquisition function is
\[a(x) = -0.5 \log(1-\rho^2(x))\]where \(\rho^2(x)\) is the squared correlation between a hypothetical integrand observations at \(x\) and the integral value. [1]
The mutual information is non-negative and unbounded for a ‘perfect’ observation and \(\rho^2(x) = 1.\)
References
Attributes Summary
Whether the acquisition function exposes gradients.
Methods Summary
__call__
(x, bq_state)Evaluates the acquisition function and optionally its gradients.
Attributes Documentation
- has_gradients¶
Methods Documentation
- __call__(x, bq_state)[source]¶
Evaluates the acquisition function and optionally its gradients.
- Parameters:
- Returns:
acquisition_values – shape=(batch_size, ) – The acquisition values at nodes
x
.acquisition_gradients – shape=(batch_size, input_dim) – The corresponding gradients (optional).
- Return type: