BayesianQuadrature¶
- class probnum.quad.BayesianQuadrature(kernel, policy)¶
Bases:
object
A base class for Bayesian quadrature.
Bayesian quadrature solves integrals of the form
\[F = \int_\Omega f(x) d \mu(x).\]- Parameters
Methods Summary
from_interface
(input_dim[, kernel, method, …])- rtype
integrate
(fun, measure, nevals)Integrate the function
fun
.Methods Documentation
- classmethod from_interface(input_dim, kernel=None, method='vanilla', policy='bmc')[source]¶
- Return type
- integrate(fun, measure, nevals)[source]¶
Integrate the function
fun
.- Parameters
fun (
Callable
) – The integrand function \(f\).measure (
IntegrationMeasure
) – An integration measure \(\mu\).nevals (
int
) – Number of function evaluations.
- Return type
- Returns
F – The integral of
fun
againstmeasure
.info – Information on the performance of the method.