psi_fn: Updating function for variance.

In OptHoldoutSize: Estimation of Optimal Size for a Holdout Set for Updating a Predictive Score

Updating function for variance.

Description

Posterior variance for emulator given points n.

Usage

psi_fn(n, nset, var_k2, N, var_u = 1e+07, k_width = 5000)

Arguments

n	Set of training set sizes to evaluate at
nset	Training set sizes for which k2() has been evaluated
var_k2	Variance of error in k2() estimate at each training set size.
N	Total number of samples on which the model will be fitted/used. Only used to rescale var_k2
var_u	Marginal variance for Gaussian process kernel. Defaults to 1e7
k_width	Kernel width for Gaussian process kernel. Defaults to 5000

Value

Vector Psi of same length of n where Psi_i=var(posterior(cost(n_i)))

Examples

# See examples for `mu_fn`

OptHoldoutSize documentation built on April 12, 2025, 1:34 a.m.