smac.acquisition.function.probability_improvement

Classes

PI([xi])

Probability of Improvement

Interfaces

class smac.acquisition.function.probability_improvement.PI(xi=0.0)

Bases: AbstractAcquisitionFunction

Probability of Improvement

\(P(f_{t+1}(\mathbf{X})\geq f(\mathbf{X^+}))\) \(:= \Phi(\\frac{ \mu(\mathbf{X})-f(\mathbf{X^+}) } { \sigma(\mathbf{X}) })\) with \(f(X^+)\) as the incumbent and \(\Phi\) the cdf of the standard normal.

Parameters:

xi (float, defaults to 0.0) – Controls the balance between exploration and exploitation of the acquisition function.

property meta: dict[str, Any]

Returns the meta data of the created object.

property name: str

Returns the full name of the acquisition function.

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