smac.acquisition.function.probability_improvement¶
Classes¶
|
Computes the probability of improvement for a given x over the best so far value as acquisition value. |
Interfaces¶
- class smac.acquisition.function.probability_improvement.PI(xi=0.0)[source]¶
Bases:
AbstractAcquisitionFunctionComputes the probability of improvement for a given x over the best so far value as acquisition value.
\(P(f_{t+1}(\mathbf{X})\geq f(\mathbf{X^+}))\) \(:= \Phi(\\frac{ \mu(\mathbf{X})-f(\mathbf{X^+}) } { \sigma(\mathbf{X}) })\) 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.
- Return type:
dict[str,Any]
- property name: str¶
Returns the full name of the acquisition function.
- Return type:
str