bayex.acq.upper_confidence_bounds

bayex.acq.upper_confidence_bounds#

bayex.acq.upper_confidence_bounds(x_pred, xs, ys, mask, gp_params, kappa=0.01)#

Upper Confidence Bound (UCB) acquisition function.

Promotes exploration by favoring points with high predictive uncertainty.

The formula is:

\[UCB(x) = \mu(x) + \kappa \cdot \sigma(x)\]
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:

UCB scores at x_pred.

Contents