Expand description
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
| Function | Description |
|---|---|
| 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-EI | Batch Expected Improvement via fantasized observations |
| Batch q-UCB | Batch UCB via fantasized observations |
Structs§
- Batch
Expected Improvement - Batch Expected Improvement (q-EI) using fantasized observations.
- Batch
Upper Confidence Bound - Batch Upper Confidence Bound (q-UCB) using fantasized observations.
- Expected
Improvement - Expected Improvement acquisition function.
- Knowledge
Gradient - Knowledge Gradient acquisition function.
- Probability
OfImprovement - Probability of Improvement acquisition function.
- Thompson
Sampling - Thompson Sampling acquisition function.
- Upper
Confidence Bound - Upper Confidence Bound acquisition function (adapted for minimization).
Enums§
- Acquisition
Type - Enumeration of acquisition function types for configuration.
Traits§
- Acquisition
Fn - Trait for acquisition functions.