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Module bayesian_optimization

Module bayesian_optimization 

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Bayesian Optimization for Hyperparameter Tuning

This module implements Bayesian optimization algorithms for efficient optimization of expensive black-box functions. It’s particularly useful for hyperparameter optimization where function evaluations are costly.

Key features:

  • Gaussian Process surrogate models
  • Various acquisition functions (EI, PI, UCB, etc.)
  • Sequential model-based optimization
  • Multi-objective optimization support
  • Constraint handling
  • Parallel evaluation support

Modules§

test_functions
Example objective functions for testing

Structs§

BayesianOptConfig
Configuration for Bayesian optimization
BayesianOptResult
Result from Bayesian optimization
BayesianOptimizer
Bayesian optimization algorithm
DataPoint
Data point in the optimization history
GaussianProcess
Simplified Gaussian Process implementation
GaussianProcessConfig
Gaussian Process configuration

Enums§

AcquisitionFunction
Available acquisition functions
KernelType
Available kernel types

Traits§

ObjectiveFunction
Trait for objective functions in Bayesian optimization