Expand description
Bayesian Optimizer – the main driver for Bayesian optimization.
Orchestrates the GP surrogate, acquisition function, and sampling strategy into a full sequential/batch optimization loop.
§Features
- Configurable surrogate (GP with any kernel)
- Pluggable acquisition functions (EI, PI, UCB, KG, Thompson, batch variants)
- Initial design via Latin Hypercube, Sobol, Halton, or random sampling
- Sequential and batch optimization loops
- Multi-objective Bayesian optimization via ParEGO scalarization
- Constraint handling via augmented acquisition
- Warm-starting from previous evaluations
Structs§
- Bayesian
OptResult - Result of Bayesian optimization.
- Bayesian
Optimizer - The Bayesian optimizer.
- Bayesian
Optimizer Config - Configuration for the Bayesian optimizer.
- Constraint
- A constraint for constrained Bayesian optimization.
- Observation
- A single evaluated observation.
Functions§
- optimize
- Run Bayesian optimization on a function.