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update itl docs
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jonhue committed Feb 28, 2024
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6 changes: 3 additions & 3 deletions afsl/acquisition_functions/itl.py
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Expand Up @@ -36,9 +36,9 @@ class ITL(TargetedBaCE):
#### Computation
`ITL` is computed using \\[\begin{align}
\I{\vf(\spA)}{y(\vx) \mid \spD_i} &= \frac{1}{2} \log\left( \frac{k_i(\vx,\vx) + \sigma^2}{\tilde{k}_i(\vx,\vx) + \sigma^2} \right) \qquad\text{where} \\\\
\tilde{k}_i(\vx,\vx) &= k_i(\vx,\vx) - \vk_i(\vx,\spA) \mK_i(\spA,\spA)^{-1} \vk_i(\spA,\vx)
`ITL` is computed using $\I{\vf(\spA)}{y(\vx) \mid \spD_i} \approx \I{\vy(\spA)}{y(\vx) \mid \spD_i}$ with \\[\begin{align}
\I{\vy(\spA)}{y(\vx) \mid \spD_i} &= \frac{1}{2} \log\left( \frac{k_i(\vx,\vx) + \sigma^2}{\tilde{k}_i(\vx,\vx) + \sigma^2} \right) \qquad\text{where} \\\\
\tilde{k}_i(\vx,\vx) &= k_i(\vx,\vx) - \vk_i(\vx,\spA) (\mK_i(\spA,\spA) + \sigma^2 \mI)^{-1} \vk_i(\spA,\vx)
\end{align}\\] where $\sigma^2$ is the noise variance and $k_i$ denotes the conditional kernel (see afsl.acquisition_functions.bace.BaCE).
[^1]: A kernel $k$ on domain $\spX$ induces a stochastic process $\\{f(\vx)\\}_{\vx \in \spX}$. See afsl.model.ModelWithKernel.
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