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acquisition_value

oxiphysics_core::bayesian_opt

Function acquisition_value 

Source 
pub fn acquisition_value(
    acq: AcquisitionFn,
    mean: f64,
    var: f64,
    best_y: f64,
    kappa: f64,
    xi: f64,
) -> f64
Expand description

Evaluate the acquisition function at a single point.

  • mean, var are the GP posterior moments at the candidate.
  • best_y is the best observed value so far (for EI and PI).
  • kappa is the exploration weight for UCB.
  • xi is the exploration–exploitation trade-off for EI/PI.