def test_acq_with_poi():
util = UtilityFunction(kind="poi", kappa=1.0, xi=1e-4)
episilon = 1e-2
y_max = 2.0
max_arg = acq_max(
util.utility,
GP,
y_max,
bounds=np.array([[0, 1], [0, 1]]),
random_state=ensure_rng(0),
n_iter=200,
)
_, brute_max_arg = brute_force_maximum(MESH, GP, kind='poi', kappa=1.0, xi=1e-4)
assert all(abs(brute_max_arg - max_arg) < episilon)
def test_acq_with_ucb():
util = UtilityFunction(kind="ucb", kappa=1.0, xi=1.0)
episilon = 1e-2
y_max = 2.0
max_arg = acq_max(util.utility,
GP,
y_max,
bounds=np.array([[0, 1], [0, 1]]),
btypes=[float, float],
random_state=ensure_rng(0),
n_iter=20)
_, brute_max_arg = brute_force_maximum(MESH,
GP,
kind='ucb',
kappa=1.0,
xi=1.0)
assert all(abs(brute_max_arg - max_arg) < episilon)