From 01c94986837b30d2125ace4f735d45a7b3d07e85 Mon Sep 17 00:00:00 2001
From: apaleyes-bot <287535055+apaleyes-bot@users.noreply.github.com>
Date: Mon, 25 May 2026 01:33:08 +0100
Subject: [PATCH] docs: Add comprehensive docstrings to epmgp.py functions

- Added detailed Google-style docstrings to min_factor()
- Added comprehensive docstrings to lt_factor()
- Added complete docstrings to log_relative_gauss()

All functions now have full parameter documentation, return/yield
value descriptions, and type hints.

Co-authored-by: Andrei Paleyes <2852301+apaleyes@users.noreply.github.com>
---
 emukit/bayesian_optimization/epmgp.py | 48 ++++++++++++++++++++++++---
 1 file changed, 43 insertions(+), 5 deletions(-)

diff --git a/emukit/bayesian_optimization/epmgp.py b/emukit/bayesian_optimization/epmgp.py
index a7cc975b..2d4b1dd7 100644
--- a/emukit/bayesian_optimization/epmgp.py
+++ b/emukit/bayesian_optimization/epmgp.py
@@ -4,6 +4,12 @@
 # Copyright 2018-2020 Amazon.com, Inc. or its affiliates. All Rights Reserved.
 # SPDX-License-Identifier: Apache-2.0
 
+"""Expectation Propagation for Minimum in Gaussian Processes (EPMGP).
+
+Implements the EPMGP algorithm from Cunningham et al. (2011) for computing
+the probability that each point is the minimum in a Gaussian process model.
+Uses iterative expectation propagation with likelihood tempering factors.
+"""
 
 import numpy as np
 from scipy import special
@@ -74,7 +80,20 @@ def joint_min(mu: np.ndarray, var: np.ndarray, with_derivatives: bool = False) -
     return logP, dlogPdMu, dlogPdSigma, dlogPdMudMu
 
 
-def min_factor(Mu, Sigma, k, gamma=1):
+def min_factor(Mu: np.ndarray, Sigma: np.ndarray, k: int, gamma: float = 1) -> np.ndarray:
+    """Compute the factor for the probability of minimum using expectation propagation.
+    
+    Implements part of the EPMGP algorithm to compute factors needed for the joint
+    minimum probability calculation. Uses iterative expectation propagation to refine
+    the approximation, with up to 50 iterations until convergence.
+    
+    :param Mu: Mean values of the Gaussian distribution, shape (D,).
+    :param Sigma: Covariance matrix, shape (D, D).
+    :param k: Index of the point for which to compute the minimum factor.
+    :param gamma: Damping factor for the expectation propagation update (default 1.0).
+    :yields: Log normalization constant and derivatives (logZ, dlogZdMu, dlogZdMudMu,
+             dlogZdSigma). Returns -inf if convergence fails.
+    """
     D = Mu.shape[0]
     logS = np.zeros((D - 1,))
     # mean time first moment
@@ -160,7 +179,21 @@ def min_factor(Mu, Sigma, k, gamma=1):
         yield dlogZdSigma
 
 
-def lt_factor(s, l, M, V, mp, p, gamma):
+def lt_factor(s: int, l: int, M: np.ndarray, V: np.ndarray, mp: float, p: float, gamma: float) -> tuple:
+    """Compute a single likelihood term factor for expectation propagation update.
+    
+    Updates the Gaussian approximation by incorporating the constraint s < l.
+    
+    :param s: Index of the first element in the constraint (s < l).
+    :param l: Index of the second element in the constraint (s < l).
+    :param M: Current mean vector, shape (D,).
+    :param V: Current covariance matrix, shape (D, D).
+    :param mp: Current message precision term.
+    :param p: Current precision message.
+    :param gamma: Damping factor controlling the update step size.
+    :returns: Tuple of (Mnew, Vnew, pnew, mpnew, logS, d) with updated parameters
+              and convergence difference d. Returns NaN for d if numerical issues occur.
+    """
     cVc = (V[l, l] - 2 * V[s, l] + V[s, s]) / 2.0
     Vc = (V[:, l] - V[:, s]) / sq2
     cM = (M[l] - M[s]) / sq2
@@ -224,9 +257,14 @@ def lt_factor(s, l, M, V, mp, p, gamma):
     return Mnew, Vnew, pnew, mpnew, logS, d
 
 
-def log_relative_gauss(z):
-    """
-    log_relative_gauss
+def log_relative_gauss(z: float) -> tuple:
+    """Compute log(phi(z) / Phi(z)) where phi is the standard normal PDF and Phi is the CDF.
+    
+    Handles extreme values to avoid numerical overflow/underflow.
+    
+    :param z: Input value to the standard normal distribution.
+    :returns: Tuple of (e, logPhi, exit_flag) with the ratio, log CDF, and exit status.
+              exit_flag is -1 for z < -6 (lower tail), 1 for z > 6 (upper tail), 0 otherwise.
     """
     if z < -6:
         return 1, -1.0e12, -1