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Ts docstring #764

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Aug 18, 2021
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4 changes: 4 additions & 0 deletions smac/optimizer/acquisition.py
Original file line number Diff line number Diff line change
Expand Up @@ -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
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