plot_estimator_variance_reductions

pyapprox.multifidelity.plot_estimator_variance_reductions(optimized_estimators, est_labels, ax, ylabel=None, criteria=ComparisonCriteria(citeria=det), **bar_kawrgs)

Plot the variance reduction (relative to single model MC) for a list of optimized estimtors.

Parameters:

optimized_estimatorslist

Each entry is a list of optimized estimators for a set of target costs

est_labelslist (nestimators)

String used to label each estimator

criteriacallable

A function that returns a scalar metric of the estimator covariance with signature

criteria(cov) -> float

where cov is an np.ndarray (nstats, nstats) is the estimator covariance