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Module acquisition

Module acquisition 

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Acquisition functions for Bayesian optimization.

Acquisition functions determine the next point to evaluate by balancing exploration (sampling where uncertainty is high) and exploitation (sampling where the predicted value is good).

§Available Acquisition Functions

FunctionDescription
Expected Improvement (EI)Most popular; trades off mean improvement vs uncertainty
Probability of Improvement (PI)Probability of beating the current best
Upper Confidence Bound (UCB)Optimistic estimate with controllable exploration
Knowledge Gradient (KG)Value of information about the optimum
Thompson Sampling (TS)Random sampling from the posterior
Batch q-EIBatch Expected Improvement via fantasized observations
Batch q-UCBBatch UCB via fantasized observations

Structs§

BatchExpectedImprovement
Batch Expected Improvement (q-EI) using fantasized observations.
BatchUpperConfidenceBound
Batch Upper Confidence Bound (q-UCB) using fantasized observations.
ExpectedImprovement
Expected Improvement acquisition function.
KnowledgeGradient
Knowledge Gradient acquisition function.
ProbabilityOfImprovement
Probability of Improvement acquisition function.
ThompsonSampling
Thompson Sampling acquisition function.
UpperConfidenceBound
Upper Confidence Bound acquisition function (adapted for minimization).

Enums§

AcquisitionType
Enumeration of acquisition function types for configuration.

Traits§

AcquisitionFn
Trait for acquisition functions.