SurrogatesBase.AbstractStochasticSurrogate
— Typeabstract type AbstractStochasticSurrogate end
An abstract type for stochastic surrogates.
See also finite_posterior
.
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julia> s = ZeroSurrogate();
julia> s([4]) == 0
-truesource An abstract type for stochastic surrogates. See also Return a posterior distribution at points An posterior at points Use Returns current values of parameters used in surrogate Include data If the surrogate Use Update the hyperparameters of the surrogate See also SurrogatesBase.AbstractStochasticSurrogate
— Typeabstract type AbstractStochasticSurrogate end
finite_posterior
.SurrogatesBase.finite_posterior
— Functionfinite_posterior(s::AbstractStochasticSurrogate, xs::AbstractVector)
xs
.AbstractStochasticSurrogate
might implement some or all of the following methods on the returned object:mean(finite_posterior(s,xs))
returns a Vector
of posterior means at xs
var(finite_posterior(s,xs))
returns a Vector
of posterior variances at xs
mean_and_var(finite_posterior(s,xs))
returns a Tuple
consisting of a Vector
of posterior means and a Vector
of posterior variances at xs
rand(finite_posterior(s,xs))
returns a Vector
, which is a sample from the jointxs
mean(finite_posterior(s, eachslice(X, dims = 2)))
if X
is a matrix.SurrogatesBase.hyperparameters
— FunctionSurrogatesBase.parameters
— Functionparameters(s)
s
.SurrogatesBase.update!
— Functionupdate!(s, new_xs::AbstractVector, new_ys::AbstractVector)
new_ys
at points new_xs
into the surrogate s
, i.e., refit the surrogate s
to incorporate new data points.s
is a deterministic surrogate, the new_ys
correspond to function evaluations, if s
is a stochastic surrogate, the new_ys
are samples from a conditional probability distribution.update!(s, eachslice(X, dims = 2), new_ys)
if X
is a matrix.SurrogatesBase.update_hyperparameters!
— Functionupdate_hyperparameters!(s, prior)
s
by performing hyperparameter optimization using the information in prior
. After changing hyperparameters of s
, fit s
to past data.hyperparameters
.
Settings
This document was generated with Documenter.jl version 1.8.0 on Tuesday 24 December 2024. Using Julia version 1.11.2.