diff --git a/gpax/acquisition/acquisition.py b/gpax/acquisition/acquisition.py index 915e338..dd1a33d 100644 --- a/gpax/acquisition/acquisition.py +++ b/gpax/acquisition/acquisition.py @@ -47,9 +47,9 @@ def EI(rng_key: jnp.ndarray, model: Type[ExactGP], - 'delta': The infinite penalty is applied to the recently visited points. - + - 'inverse_distance': - Modifies the acquisition function by penalizing points near the recent points. + Modifies the acquisition function by penalizing points near the recent points. For the 'inverse_distance', the acqusition function is penalized as: @@ -123,10 +123,16 @@ def UCB(rng_key: jnp.ndarray, model: Type[ExactGP], to follow the same distribution as the training data. Hence, since we introduce a model noise for the training data, we also want to include that noise in our prediction. penalty: - Penalty applied to the acqusition function to discourage re-evaluation + Penalty applied to the acquisition function to discourage re-evaluation at or near points that were recently evaluated. Options are: - - 'delta': the infinite penalty is applied to the recently visited points - - 'inverse_distance': Modifies the acquisition function by penalizing points near the recent points as + + - 'delta': + The infinite penalty is applied to the recently visited points. + + - 'inverse_distance': + Modifies the acquisition function by penalizing points near the recent points. + + For the 'inverse_distance', the acqusition function is penalized as: .. math:: \alpha - \lambda \cdot \pi(X, r) @@ -191,10 +197,16 @@ def UE(rng_key: jnp.ndarray, to follow the same distribution as the training data. Hence, since we introduce a model noise for the training data, we also want to include that noise in our prediction. penalty: - Penalty applied to the acqusition function to discourage re-evaluation + Penalty applied to the acquisition function to discourage re-evaluation at or near points that were recently evaluated. Options are: - - 'delta': the infinite penalty is applied to the recently visited points - - 'inverse_distance': Modifies the acquisition function by penalizing points near the recent points as + + - 'delta': + The infinite penalty is applied to the recently visited points. + + - 'inverse_distance': + Modifies the acquisition function by penalizing points near the recent points. + + For the 'inverse_distance', the acqusition function is penalized as: .. math:: \alpha - \lambda \cdot \pi(X, r)