bayex.acq.probability_improvement

bayex.acq.probability_improvement#

bayex.acq.probability_improvement(x_pred, xs, ys, mask, gp_params, xi=0.01)#

Probability of Improvement (PI) acquisition function.

Estimates the probability that a candidate point will improve over the current best observed value.

The formula is:

\[PI(x) = \Phi\left(\frac{\mu(x) - y^* - \xi}{\sigma(x)}\right)\]
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.

  • xi (float) – Improvement margin for sensitivity.

Returns:

PI scores at x_pred.

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