bask.acquisition.evaluate_acquisitions

bask.acquisition.evaluate_acquisitions(X, gpr, acquisition_functions=None, n_samples=10, progress=False, random_state=None, **kwargs)[source]

Run a set of acquisitions functions on a given set of points.

Parameters:
Xndarray, shape (n, d), float

Set of points for which to evaluate the acquisition functions

gprBayesGPR object

Gaussian process for which the posterior distribution of the kernel hyperparameters is available.

acquisition_functionslist of Acquisition objects

List of aquisition functions to evaluate. They each should inherit from one of these:

  • FullGPAcquisition

  • UncertaintyAcquisition

  • SampleAcquisition

n_samplesint, default=10

Number of posterior samples to draw from the GP. The acquisition functions will be evaluated for each of the sampled kernels. Exceptions are Acquisition functions inheriting from FullGPAcquisition.

progressbool, default=False

Show a progress bar

random_stateint or RandomState or None, optional, default=None

Pseudo random number generator state used for random uniform sampling from lists of possible values instead of scipy.stats distributions.

kwargsdict

Any additional keyword arguments are passed on to each acquisition function.

Returns:
acq_outputfloat ndarray, shape (len(acquisition_functions), len(X))

The acquisition functions evaluated on all of the input points.