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active learning - expected feasibility acquisition function #421
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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?
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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
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.