Acquisition Functions

Acquisition functions for Bayesian quadrature.

Classes

AcquisitionFunction()

An abstract class for an acquisition function for Bayesian quadrature.

IntegralVarianceReduction()

The normalized reduction of the integral variance.

MutualInformation()

The mutual information between a hypothetical integrand observation and the integral value.

WeightedPredictiveVariance()

The predictive variance acquisition function that yields uncertainty sampling.

Class Inheritance Diagram

Inheritance diagram of probnum.quad.solvers.acquisition_functions.AcquisitionFunction, probnum.quad.solvers.acquisition_functions.IntegralVarianceReduction, probnum.quad.solvers.acquisition_functions.MutualInformation, probnum.quad.solvers.acquisition_functions.WeightedPredictiveVariance