bask.acquisition.PVRS

class bask.acquisition.PVRS

Implements the predictive variance reduction search algorithm.

The algorithm draws a set of Thompson samples (samples from the optimum distribution) and proposes the point which reduces the predictive variance of these samples the most.

References

[1] Nguyen, Vu, et al. “Predictive variance reduction search.” Workshop on Bayesian optimization at neural information processing systems (NIPSW). 2017.

Methods

__call__(X, gp, *args[, n_thompson, ...])

Call self as a function.

__init__(*args, **kwargs)