Method approx

bayes_opt/constraint.py:223–243

Approximate the constraint function using the internal GPR model. Parameters ---------- X : np.ndarray of shape (n_samples, n_features) Parameters for which to estimate the constraint function value. Returns ------- np.ndarray of

(self, X: NDArray[Float])

        return result.reshape(X_shape[:-1])

    def approx(self, X: NDArray[Float]) -> NDArray[Float]:
        """
        Approximate the constraint function using the internal GPR model.

        Parameters
        ----------
        X : np.ndarray of shape (n_samples, n_features)
            Parameters for which to estimate the constraint function value.

        Returns
        -------
        np.ndarray of shape (n_samples, n_constraints)
            Constraint function value estimates.
        """
        X_shape = X.shape
        X = X.reshape((-1, self._model[0].n_features_in_))
        if len(self._model) == 1:
            return self._model[0].predict(X).reshape(X_shape[:-1])

        result = np.column_stack([gp.predict(X) for gp in self._model])
        return result.reshape(*X_shape[:-1], len(self._lb))

    def allowed(self, constraint_values: NDArray[Float]) -> NDArray[np.bool_]:
        """Check whether `constraint_values` fulfills the specified limits.