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BayesianOptimizer

simular::domains::optimization

Struct BayesianOptimizer 

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pub struct BayesianOptimizer { /* private fields */ }
Expand description

Bayesian optimizer using Gaussian Process surrogate.

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impl BayesianOptimizer

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pub fn new(config: OptimizerConfig) -> Self

Create a new Bayesian optimizer.

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pub fn observe(&mut self, x: Vec<f64>, y: f64) -> SimResult<()>

Add an observation (x, y) pair.

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Returns error if GP fitting fails.

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pub fn suggest(&mut self) -> Vec<f64>

Suggest the next point to evaluate (Kaizen: continuous improvement).

Uses random candidate optimization of the acquisition function.

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pub fn best(&self) -> Option<(&[f64], f64)>

Get the best observed point.

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pub fn n_observations(&self) -> usize

Get number of observations.

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pub const fn config(&self) -> &OptimizerConfig

Get the configuration.

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impl Debug for BayesianOptimizer

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

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