doc: gpucb
Compute the ucb as in the GP-UCB algorithm
Syntax
ucb = chaining_ucb(s2, u, n)
Arguments
- s2 matrix (n, 1) of posterior variance
- u scalar for negative log probability
- n number of test points
Outputs
- ucb vector (n, 1) such that
![$P[\forall x,~f(x)-\mu(x)>ucb(x)] < \exp(-u)$](gpucb_eq23918.png)
Compute the ucb as in the GP-UCB algorithm
ucb = chaining_ucb(s2, u, n)