diff --git a/smac/optimizer/acquisition.py b/smac/optimizer/acquisition.py index 472812fdd..b0114494a 100644 --- a/smac/optimizer/acquisition.py +++ b/smac/optimizer/acquisition.py @@ -526,6 +526,10 @@ def __init__(self, r"""Do a Thompson Sampling for a given x over the best so far value as acquisition value. + + Thompson Sampling can only be used together with smac.optimizer.ei_optimization.RandomSearch, please do not + use smac.optimizer.ei_optimization.LocalAndSortedRandomSearch to optimize TS acquisition function!!! + :math:`TS(X) ~ \mathcal{N}(\mu(\mathbf{X}),\sigma(\mathbf{X}))' Returns -TS(X) as the acquisition_function optimizer maximizes the acquisition value. Parameters