Utility Maximizer

AbstractUtilityMaximizer module-attribute

AbstractUtilityMaximizer = AbstractSinglePointUtilityMaximizer

Type alias for a utility maximizer. Currently we only support single point utility functions, but in future may support batched utility functions.

AbstractSinglePointUtilityMaximizer dataclass

AbstractSinglePointUtilityMaximizer()

Bases: ABC

Abstract base class for single point utility function maximizers.

maximize abstractmethod

maximize(utility_function, search_space, key)

Maximize the given utility function over the search space provided.

Parameters:

• utility_function (SinglePointUtilityFunction) –

  utility function to be maximized.

• search_space (AbstractSearchSpace) –

  search space over which to maximize the utility function.

• key (KeyArray) –

  JAX PRNG key.

Returns:

• Float[Array, '1 D'] –

  Float[Array, "1 D"]: Point at which the utility function is maximized.

ContinuousSinglePointUtilityMaximizer dataclass

ContinuousSinglePointUtilityMaximizer(num_initial_samples, num_restarts)

Bases: AbstractSinglePointUtilityMaximizer

The ContinuousUtilityMaximizer class is used to maximize utility functions over the continuous domain with L-BFGS-B. First we sample the utility function at num_initial_samples points from the search space, and then we run L-BFGS-B from the best of these initial points. We run this process num_restarts number of times, each time sampling a different random set of num_initial_samplesinitial points.