Closed miguelgondu closed 2 months ago
Hi @gpjax/developers,
I'm close to done with adding Probability of Improvement (PI) as an acquisition function. Before I finish this PR I would like to ask two questions:
utility_functions
). I feel a better name for them might be acquisition_functions
, but I'm happy either way. Let me know if I should be providing it under a different model than the abstract Utility Function.Hi @Thomas-Christie,
Thanks for the review! I've addressed all the comments. Could I ask you to take a second look? Let me know if anything else comes to mind.
Cheers.
All green! 🎉
Super work @miguelgondu ! Thanks for reviewing @Thomas-Christie
Type of changes
Checklist
poetry run pre-commit run --all-files --show-diff-on-failure
before committing.Checklist for this PR in particular
UtilityFunction
s orAcquisitionFunction
s. (We decided to keep them asutility_functions
)Description
This PR expands the
decision_making
module by adding Probability of Improvement as a potential acquisition function. It refactors the tests that are joint to utility functions, and provides a tutorial for how to use Probability of Improvement in practice (pattern-matching from the current tutorial on Thompson Sampling).Issue Number: N/A