Utility_Max

hyperparameters lower and upper bounds to limit the search of the acq max

DT_bounds

Acquisition function type to be used

The current maximum known value of the target utility function

y_max

tunable parameter kappa to balance exploitation against exploration

kappa

tunable parameter epsilon to balance exploitation against exploration

internal

A Pure R implementation of Bayesian Global Optimization with Gaussian Processes.

Yachen Yan

rBayesianOptimization

Bayesian Optimization of Hyperparameters

Utility_Max function

<dl><dt>DT_bounds</dt>
<dd>hyperparameters lower and upper bounds to limit the search of the acq max</dd>
<dt>GP</dt>
<dd>an object of class GP</dd>
<dt>acq</dt>
<dd>Acquisition function type to be used</dd>
<dt>y_max</dt>
<dd>The current maximum known value of the target utility function</dd>
<dt>kappa</dt>
<dd>tunable parameter kappa to balance exploitation against exploration</dd>
<dt>eps</dt>
<dd>tunable parameter epsilon to balance exploitation against exploration</dd></dl>

Arguments

Utility Maximization Function — Utility_Max

<dl>

<dt>DT_bounds</dt>
<dd>hyperparameters lower and upper bounds to limit the search of the acq max</dd>


<dt>GP</dt>
<dd>an object of class GP</dd>


<dt>acq</dt>
<dd>Acquisition function type to be used</dd>


<dt>y_max</dt>
<dd>The current maximum known value of the target utility function</dd>


<dt>kappa</dt>
<dd>tunable parameter kappa to balance exploitation against exploration</dd>


<dt>eps</dt>
<dd>tunable parameter epsilon to balance exploitation against exploration</dd>

</dl>

Utility_Max: Utility Maximization Function

Description

Usage

Value

Arguments