.. _SpaceDistribution1: Space distribution ------------------ Probability distribution of design and environment parameters defined by distribution functions and constraints. The definition of the parameter distribution can have several effects: * In a call to the method ``get_statistics`` of the driver interface the value of interest is averaged over samples drawn from the space distribution. * In a call to the method ``run_mcmc`` of the driver interface the space distribution acts as a prior distribution. * In a call to the method ``get_sobol_indices`` of the driver interface the space distribution acts as a weighting factor for determining expectation values. * In an :ref:`ActiveLearning` driver, one can access the value of the log-probability density (up to an additive constant) by the name ``'log_prob'`` in any expression, e.g. in :ref:`ExpressionVariable`, :ref:`LinearCombinationVariable`. .. _BayesianOptimization.parameter_distribution.include_study_constraints: include_study_constraints (bool) """""""""""""""""""""""""""""""" If true, the constraints defined when creating the study are included in the distribution. Default: ``false`` .. _BayesianOptimization.parameter_distribution.distributions: distributions (cell{struct}) """""""""""""""""""""""""""" List of distributions for all or a subset of design and environment parameters. If not specified, the distributions are uniform over the specified domains. Default: ``{}`` .. admonition:: Example A multivariate normal distribution over two parameters ``'x1'``, ``'x2'`` and a uniform distribution over a third parameter ``'x3'``. .. code-block:: matlab {struct('type', "mvn", 'parameters', {"x1","x2"}, 'mean', {0.0,0.0}, 'covariance', {{1.0,0.4},... {0.4,2.0}}),... struct('type', "uniform", 'parameter', "x2", 'domain', {-2.0,2.0})} Each element of the list must be a struct. The struct entry ``type`` specifies the type of the element. The remaining entries specify its properties. In the following, all possible list element types are described: **Uniform distribution** (type ``"uniform"``): Uniform distribution in a specific domain. See :ref:`uniform configuration ` for details. **Normal distribution** (type ``"normal"``): Normal distribution of specified mean and standard deviation. See :ref:`normal configuration ` for details. **Gamma distribution** (type ``"gamma"``): Gamma distribution defined by rate and shape parameter. See :ref:`gamma configuration ` for details. **Distribution over discrete values** (type ``"discrete"``): Distribution over discrete values of a discrete or categorial parameter. See :ref:`discrete configuration ` for details. **Multivariate normal distribution** (type ``"mvn"``): Multivariate normal defined my mean vector and covariance matrix. See :ref:`mvn configuration ` for details. .. toctree:: :maxdepth: 100 :hidden: Uniform2 Normal2 Gamma2 DiscreteProbabilities2 MultivariateNormal2 .. _BayesianOptimization.parameter_distribution.constraints: constraints (cell{struct}) """""""""""""""""""""""""" List of constraints on parameters. Default: ``{}`` .. admonition:: Example Constrain probability distribution to values :math:`\sqrt{x_1^2 + x_2^2} \leq 3`. .. code-block:: matlab {struct('name', "x1_constraint", 'expression', "sqrt(x1^2 + x2^2) <= 3")} Each element of the list must be a struct. In the following, the list elements are described: Inequality constraint on design end environment parameters. See :ref:`constraint configuration ` for details. .. toctree:: :maxdepth: 100 :hidden: SpaceConstraint1