search

EmuKit / emukit

A Python-based toolbox of various methods in decision making, uncertainty quantification and statistical emulation: multi-fidelity, experimental design, Bayesian optimisation, Bayesian quadrature, etc.
https://emukit.github.io/emukit/
Apache License 2.0
605 stars 128 forks source link

Obtaining difference values between fidelities #436

Closed Atulsingh92 closed 1 month ago

Atulsingh92 commented 1 year ago

Hello, I wanted to know if there is a way to obtain this d_s(x) or the difference model for the equation shown here. The scaling parameter I am aware is available from one of the values within lin_mf_model.gpy_model.param_array command, however can't seem to find the difference values. (This is seen in code from Forrester's book in Matlab.) How can I get this d_s(x) values within emukit?

apaleyes commented 1 year ago

I am not sure at this point if you can get explicit form for this quantity immediately from emukit, but it should be possible to estimate it. Assuming scale is known, as you said, one can estimate mean and variance in any x at both fidelities, and then corresponding quantity is high - scale * low. Tutorial notebooks on MF show to do predictions for individual fidelities.

Would that be good enough for you?

apaleyes commented 1 month ago

Answered with no further feedback for two years, closing. Please reach out again if necessary!