Struct ThompsonSampling 

pub struct ThompsonSampling { /* private fields */ }

Thompson Sampling acquisition function.

Instead of computing an analytical acquisition value, Thompson Sampling draws a random function from the GP posterior and evaluates it at the candidate point. The optimizer then selects the point with the best (lowest) sampled value.

This naturally balances exploration and exploitation since uncertain regions produce high-variance samples.

Implementations

impl ThompsonSampling

pub fn new(seed: u64) -> Self

Trait Implementations

impl AcquisitionFn for ThompsonSampling

fn evaluate( &self, x: &ArrayView1<'_, f64>, surrogate: &GpSurrogate, ) -> OptimizeResult<f64>

Evaluate the acquisition function at a single point.

fn name(&self) -> &str

Name of the acquisition function.

fn evaluate_batch( &self, x: &Array2<f64>, surrogate: &GpSurrogate, ) -> OptimizeResult<Array1<f64>>

Evaluate the acquisition function at multiple points (batch).

impl Clone for ThompsonSampling

fn clone(&self) -> ThompsonSampling

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for ThompsonSampling

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.