GP-MCMC
专有采集函数的计算
robo.acquisition_functions.marginalization.MarginalizationGPMCMC#compute
self.estimators
Out[10]:
[<robo.acquisition_functions.log_ei.LogEI at 0x7f3067cdeeb8>,
<robo.acquisition_functions.log_ei.LogEI at 0x7f3067b0b320>,
<robo.acquisition_functions.log_ei.LogEI at 0x7f3067a957f0>,
<robo.acquisition_functions.log_ei.LogEI at 0x7f3067b0b400>,
<robo.acquisition_functions.log_ei.LogEI at 0x7f3067a9f160>,
<robo.acquisition_functions.log_ei.LogEI at 0x7f3067b0bc50>]
robo.acquisition_functions.log_ei.LogEI#compute
就是对N个采集函数取平均
采集函数的背后就是用GP做预测