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bayesian_multi_objective

Function bayesian_multi_objective 

Source
pub fn bayesian_multi_objective<F>(
    f: &F,
    config: BayesOptConfig,
) -> Result<BayesOptParetoReport>
where F: Fn(&Array1<f64>) -> Vec<f64> + Sync,
Expand description

Minimise a vector objective with Monte-Carlo EHVI.

This uses one independent GP per objective, samples the joint posterior over each proposed batch, and scores candidates by expected hypervolume improvement. All objectives are minimised.