2023-02-06 14:43:30 +00:00
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import numpy as np
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2023-08-17 16:26:23 +00:00
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def ConfidenceBound(gp, nr_test, nr_weights, beta=1.2, seed=None, lower=-1.0, upper=1.0):
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2023-02-06 14:43:30 +00:00
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rng = np.random.default_rng(seed=seed)
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X_test = rng.uniform(lower, upper, (nr_test, nr_weights))
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mu, sigma = gp.predict(X_test, return_std=True)
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2023-08-17 16:26:23 +00:00
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cb = mu + beta * sigma
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2023-02-06 14:43:30 +00:00
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idx = np.argmax(cb)
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X_next = X_test[idx, :]
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return X_next
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