baybe.acquisition.acqfs

Available acquisition functions.

Classes

ExpectedImprovement	Analytical expected improvement.
LogExpectedImprovement	Logarithmic analytical expected improvement.
PosteriorMean	Posterior mean.
PosteriorStandardDeviation	Posterior standard deviation.
ProbabilityOfImprovement	Analytical probability of improvement.
UpperConfidenceBound	Analytical upper confidence bound.
qExpectedImprovement	Monte Carlo based expected improvement.
qKnowledgeGradient	Monte Carlo based knowledge gradient.
qLogExpectedImprovement	Logarithmic Monte Carlo based expected improvement.
qLogNoisyExpectedImprovement	Logarithmic Monte Carlo based noisy expected improvement.
qNegIntegratedPosteriorVariance	Monte Carlo based negative integrated posterior variance.
qNoisyExpectedImprovement	Monte Carlo based noisy expected improvement.
qProbabilityOfImprovement	Monte Carlo based probability of improvement.
qSimpleRegret	Monte Carlo based simple regret.
qThompsonSampling	Thomson sampling, implemented via simple regret.
qUpperConfidenceBound	Monte Carlo based upper confidence bound.