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active learning - expected feasibility acquisition function #421

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merged 11 commits into from
Nov 19, 2021

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hstojic
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@hstojic hstojic commented Nov 17, 2021

Expected feasibility acquisition function for identifying failure/feasibility region, using Ranjan and Bichon criterion

Bichon paper (https://arc.aiaa.org/doi/abs/10.2514/1.34321) suggests some stopping criteria as well, so not only a fixed budget - not sure what to do with that, we are not allowing for alternative stopping rules in the BO loop at the moment?

I'm not completely confident about Ranjan criterion, a test that I think should work for Ranjan doesn't, see the comment below in the test file.


mean, variance = model.predict(tf.squeeze(x, -2))
stdev = tf.sqrt(variance)
t = (mean - threshold) / stdev
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not sure about the stability here, perhaps some jitter is needed for cases when stdev gets close to 0?

@hstojic hstojic marked this pull request as ready for review November 18, 2021 22:52
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This PR is great - love the big docstring and the sample-based test.

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LGTM - just make sure you change the lengthscales in the notebook

@hstojic hstojic merged commit ba984de into develop Nov 19, 2021
@hstojic hstojic deleted the hstojic/active_bichon branch November 19, 2021 20:35
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2 participants