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Some more acquisition functions for quad #758

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merged 25 commits into from
Feb 10, 2023

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mmahsereci
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@mmahsereci mmahsereci commented Dec 22, 2022

In a Nutshell

This PR introduces the mutual information acquisition function and the integral variance acquisition function to the quad package.

Detailed Description

  • Both acquisition functions are available via the RandomMaxAcquisitionPolicy or MaxAcquisitionPolicy (for the latter see MaxAcquisitionPolicy for quad #757 ), hence there are 4 new policies in total.
  • New predict_integrand method in the belief updater as such a prediction is needed for more than one acquisition function.
  • The configurations for RandomMaxAcquisitionPolicy or MaxAcquisitionPolicy are renamed such that they are applicable to all acquisition functions, e.g., us_rand_n_candidates is renamed to n_candidates.
  • Acquisition functions are added to existing tests.

Should be reviewed after #757 is merged as it branches off of it (and currently has both diffs displaying).

Related Issues

Closes #...

@mmahsereci mmahsereci marked this pull request as draft December 22, 2022 11:49
@mmahsereci mmahsereci self-assigned this Dec 22, 2022
@mmahsereci mmahsereci added the quad Issues related to quadrature label Dec 22, 2022
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codecov bot commented Dec 22, 2022

Codecov Report

Merging #758 (bb9351d) into main (f657a87) will increase coverage by 0.05%.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##             main     #758      +/-   ##
==========================================
+ Coverage   91.10%   91.16%   +0.05%     
==========================================
  Files         213      215       +2     
  Lines        7924     7977      +53     
  Branches     1014     1015       +1     
==========================================
+ Hits         7219     7272      +53     
  Misses        479      479              
  Partials      226      226              
Impacted Files Coverage Δ
src/probnum/quad/_bayesquad.py 100.00% <ø> (ø)
...rc/probnum/quad/solvers/policies/_random_policy.py 100.00% <ø> (ø)
src/probnum/quad/solvers/_bayesian_quadrature.py 100.00% <100.00%> (ø)
...num/quad/solvers/acquisition_functions/__init__.py 100.00% <100.00%> (ø)
...uisition_functions/_integral_variance_reduction.py 100.00% <100.00%> (ø)
...lvers/acquisition_functions/_mutual_information.py 100.00% <100.00%> (ø)
...vers/acquisition_functions/_predictive_variance.py 100.00% <100.00%> (ø)
...bnum/quad/solvers/belief_updates/_belief_update.py 100.00% <100.00%> (ø)
...um/quad/solvers/belief_updates/_standard_update.py 96.42% <100.00%> (+0.87%) ⬆️

@mmahsereci mmahsereci marked this pull request as ready for review January 16, 2023 15:49
@mmahsereci mmahsereci merged commit 128ce48 into probabilistic-numerics:main Feb 10, 2023
@mmahsereci mmahsereci deleted the mm-quad-mi branch February 10, 2023 14:54
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