liveBook · Manning

SingleTaskMultiFidelityGP

As explained in Bayesian Optimization in Action

SingleTaskMultiFidelityGP is a BoTorch Gaussian-process model class for learning a single objective from observations annotated with fidelity information.

SingleTaskMultiFidelityGP is a BoTorch Gaussian-process class for learning one objective from observations paired with fidelity values. Its multifidelity kernel transfers information between fidelity levels according to their correlation, reducing uncertainty even when observations come from a cheaper, lower-fidelity process. section 9.2.2

Predict at high fidelity

Evaluate the trained model on a grid paired with ones as the high-fidelity value, then read its mean and confidence region. Low-fidelity observations can still narrow these predictions when the kernel correlation is substantial.

How Bayesian Optimization in Action covers it

How deep it goes
Explains initialization, likelihood fitting, prediction, and correlation effects while deferring multifidelity Matérn-kernel internals.
Examples
Uses fidelity-augmented training tensors, a high-fidelity prediction grid, and correlation values of 0.5 and 0.9.
What it assumes
Assumes Gaussian-process training familiarity and teaches the fidelity-column and correlation workflow.
What you can do after
Apply it via BoTorch to fit and query a multifidelity Gaussian process.
How it connects
Connects Gaussian processes, multifidelity kernels, marginal likelihood, BoTorch, and GPyTorch.

Related concepts

This explainer was generated by Manning's knowledge graph from the text of Bayesian Optimization in Action. The section links point to the parts of the book it draws on.