Skip to main content

bayesian_optimization

Function bayesian_optimization 

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

Minimise f with Gaussian-process Bayesian optimisation.

The objective receives parameters in the original coordinate system. Internally the surrogate is fit on normalised [0, 1]^n coordinates.