predictive entropy search without sampling

[xunhuan-li]

Hi there,

Thanks for your package! We noticed that the the predictive entropy search in the file acquisition.py is different from the method introduced by the paper "Predictive Entropy Search for Efficient Global Optimization of Black-box Functions".

It seems, the method in the package only calculates the approximation of H[p(y|Dn; x; x)] and did not sample x based on estimated posterior distribution and take average of the approximated H[p(y|Dn; x; x*)].

[josejimenezluna]

Hello @xunhuan-li,

If you implement said acquisition function I'd gladly accept a PR :grin:

Best,