From 71ffd1e7624f8aab5b54162d1549706017bd7b86 Mon Sep 17 00:00:00 2001 From: Maren Mahsereci Date: Thu, 16 Feb 2023 18:11:10 +0100 Subject: [PATCH 1/2] quad warning in docs --- src/probnum/quad/_bayesquad.py | 19 ++++++++++++++++++- 1 file changed, 18 insertions(+), 1 deletion(-) diff --git a/src/probnum/quad/_bayesquad.py b/src/probnum/quad/_bayesquad.py index c888fcbfc..f7b46ad0c 100644 --- a/src/probnum/quad/_bayesquad.py +++ b/src/probnum/quad/_bayesquad.py @@ -21,7 +21,6 @@ from probnum.randvars import Normal from probnum.typing import IntLike - def bayesquad( fun: Callable, input_dim: IntLike, @@ -156,6 +155,12 @@ def bayesquad( bayesquad_from_data : Computes the integral :math:`F` using a given dataset of nodes and function evaluations. + Warnings + -------- + Currently the method does not support tuning of the kernel parameters + other than the global kernel scale. Hence, the method may perform poorly unless the + kernel parameters are set to appropriate values by the user. + References ---------- .. [1] Briol, F.-X., et al., Probabilistic integration: A role in statistical @@ -260,6 +265,12 @@ def bayesquad_from_data( -------- bayesquad : Computes the integral using an acquisition policy. + Warnings + -------- + Currently the method does not support tuning of the kernel parameters + other than the global kernel scale. Hence, the method may perform poorly unless the + kernel parameters are set to appropriate values by the user. + Examples -------- >>> import numpy as np @@ -383,6 +394,12 @@ def multilevel_bayesquad_from_data( kernel instances, i.e., ``kernels[i] is kernel[j]`` must return ``False`` for any :math:`i\neq j`. + Warnings + -------- + Currently the method does not support tuning of the kernel parameters + other than the global kernel scale. Hence, the method may perform poorly unless the + kernel parameters are set to appropriate values by the user. + References ---------- .. [1] Li, K., et al., Multilevel Bayesian quadrature, AISTATS, 2023. From f4c636faf0ff9344863dbcf87577b1a5890aa33c Mon Sep 17 00:00:00 2001 From: Maren Mahsereci Date: Thu, 16 Feb 2023 18:16:53 +0100 Subject: [PATCH 2/2] formatting --- src/probnum/quad/_bayesquad.py | 1 + 1 file changed, 1 insertion(+) diff --git a/src/probnum/quad/_bayesquad.py b/src/probnum/quad/_bayesquad.py index f7b46ad0c..73787e980 100644 --- a/src/probnum/quad/_bayesquad.py +++ b/src/probnum/quad/_bayesquad.py @@ -21,6 +21,7 @@ from probnum.randvars import Normal from probnum.typing import IntLike + def bayesquad( fun: Callable, input_dim: IntLike,