botorch.posteriors¶
botorch.posteriors.posterior¶
Abstract base module for all botorch posteriors.
Posterior¶
-
class
botorch.posteriors.posterior.
Posterior
[source]¶ Abstract base class for botorch posteriors.
-
device
¶ The torch device of the posterior.
Return type: device
-
dtype
¶ The torch dtype of the posterior.
Return type: dtype
-
event_shape
¶ The event shape (i.e. the shape of a single sample).
Return type: Size
-
mean
¶ The mean of the posterior as a (b) x n x o-dim Tensor.
Return type: Tensor
-
rsample
(sample_shape=None, base_samples=None)[source]¶ Sample from the posterior (with gradients).
Parameters: - sample_shape (
Optional
[Size
]) – A torch.Size object specifying the sample shape. To draw n samples, set to torch.Size([n]). To draw b batches of n samples each, set to torch.Size([b, n]). - base_samples (
Optional
[Tensor
]) – An (optional) Tensor of N(0, I) base samples of appropriate dimension, typically obtained from a Sampler. This is used for deterministic optimization.
Return type: Tensor
Returns: A sample_shape x event-dim Tensor of samples from the posterior.
- sample_shape (
-
sample
(sample_shape=None, base_samples=None)[source]¶ Sample from the posterior (without gradients).
This is a simple wrapper calling rsample using with torch.no_grad().
Parameters: - sample_shape (
Optional
[Size
]) – A torch.Size object specifying the sample shape. To draw n samples, set to torch.Size([n]). To draw b batches of n samples each, set to torch.Size([b, n]). - base_samples (
Optional
[Tensor
]) – An (optional) Tensor of N(0, I) base samples of appropriate dimension, typically obtained from a Sampler object. This is used for deterministic optimization.
Return type: Tensor
Returns: A sample_shape x event_shape-dim Tensor of samples from the posterior.
- sample_shape (
-
variance
¶ The variance of the posterior as a (b) x n x o-dim Tensor.
Return type: Tensor
-
botorch.posteriors.gpytorch¶
Posterior Module to be used with GPyTorch models.
GPyTorchPosterior¶
-
class
botorch.posteriors.gpytorch.
GPyTorchPosterior
(mvn)[source]¶ A posterior based on GPyTorch’s multi-variate Normal distributions.
A posterior based on GPyTorch’s multi-variate Normal distributions.
Parameters: mvn ( MultivariateNormal
) – A GPyTorch MultivariateNormal (single-output case) or MultitaskMultivariateNormal (multi-output case).-
device
¶ The torch device of the posterior.
Return type: device
-
dtype
¶ The torch dtype of the posterior.
Return type: dtype
-
event_shape
¶ The event shape (i.e. the shape of a single sample) of the posterior.
Return type: Size
-
mean
¶ The posterior mean.
Return type: Tensor
-
rsample
(sample_shape=None, base_samples=None)[source]¶ Sample from the posterior (with gradients).
Parameters: - sample_shape (
Optional
[Size
]) – A torch.Size object specifying the sample shape. To draw n samples, set to torch.Size([n]). To draw b batches of n samples each, set to torch.Size([b, n]). - base_samples (
Optional
[Tensor
]) – An (optional) Tensor of N(0, I) base samples of appropriate dimension, typically obtained from a Sampler. This is used for deterministic optimization.
Return type: Tensor
Returns: A sample_shape x event_shape-dim Tensor of samples from the posterior.
- sample_shape (
-
variance
¶ The posterior variance.
Return type: Tensor
-