Source code for gemseo_mlearning.adaptive.criteria.expectation.criterion
# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
#
# This program is free software; you can redistribute it and/or
# modify it under the terms of the GNU Lesser General Public
# License version 3 as published by the Free Software Foundation.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
# Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with this program; if not, write to the Free Software Foundation,
# Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
# Contributors:
# INITIAL AUTHORS - API and implementation and/or documentation
# :author: Matthias De Lozzo
# OTHER AUTHORS - MACROSCOPIC CHANGES
r"""Expectation of the regression model.
Statistics:
.. math::
E[x] = E[Y(x)]
Bootstrap estimator:
.. math::
\widehat{E}[x] = \frac{1}{B}\sum_{b=1}^B Y_b(x)
"""
from __future__ import annotations
from typing import TYPE_CHECKING
from typing import Callable
from gemseo_mlearning.adaptive.criterion import MLDataAcquisitionCriterion
if TYPE_CHECKING:
from numpy.typing import NDArray
[docs]class Expectation(MLDataAcquisitionCriterion):
"""Expectation of the regression model.".
This criterion is scaled by the output range.
"""
def _get_func(self) -> Callable[[NDArray[float]], float]:
def func(input_data: NDArray[float]) -> float:
"""Evaluation function.
Args:
input_data: The model input data.
Returns:
The acquisition criterion value.
"""
return (
self.algo_distribution.compute_mean(input_data) / self._scaling_factor
)
return func