bayex.acq.lower_confidence_bounds

bayex.acq.lower_confidence_bounds#

bayex.acq.lower_confidence_bounds(x_pred, xs, ys, mask, gp_params, kappa=2.576)#

Lower Confidence Bound (LCB) acquisition function.

Useful for minimization tasks. Encourages sampling in uncertain regions with low predicted values.

The formula is:

\[LCB(x) = \mu(x) - \kappa \cdot \sigma(x)\]
Parameters:

  • x_pred (Array) – Candidate input locations to evaluate.

  • xs (Array) – Observed inputs.

  • ys (Array) – Observed function values.

  • mask (Array) – Boolean mask indicating valid entries in ys.

  • gp_params (GPParams) – Gaussian Process hyperparameters.

  • kappa (float) – Weighting factor for uncertainty.

Returns:

LCB scores at x_pred.

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