Expand description
Optimization engine with Bayesian optimization.
Implements Bayesian optimization using Gaussian Process surrogates for sample-efficient black-box optimization (Kaizen: continuous improvement).
§Acquisition Functions
- Expected Improvement (EI): Balances exploration and exploitation
- Upper Confidence Bound (UCB): Tunable exploration via kappa
- Probability of Improvement (PI): Conservative improvement strategy
§Example
use simular::domains::optimization::{BayesianOptimizer, OptimizerConfig, AcquisitionFunction};
let config = OptimizerConfig {
bounds: vec![(-5.0, 5.0), (-5.0, 5.0)],
acquisition: AcquisitionFunction::ExpectedImprovement,
..Default::default()
};
let mut optimizer = BayesianOptimizer::new(config);
// Add initial observations
optimizer.observe(vec![0.0, 0.0], 1.5);
optimizer.observe(vec![1.0, 1.0], 0.8);
// Get next suggested point
let next_point = optimizer.suggest();Structs§
- Bayesian
Optimizer - Bayesian optimizer using Gaussian Process surrogate.
- Gaussian
Process - Gaussian Process surrogate model.
- Optimization
Result - Result of optimization run.
- Optimizer
Config - Configuration for Bayesian optimizer.
Enums§
- Acquisition
Function - Acquisition functions for Bayesian optimization.