Expand description
Gaussian Process surrogates and Bayesian optimization.
Pure-Rust implementation (no external linear algebra):
GaussianProcess— RBF-kernel GP regression with Cholesky solve; posterior mean + variance for any query point.BayesianOptimizer— sequential optimization using Expected Improvement over a GP surrogate.Expr— a tiny safe expression evaluator (x[0] * sin(x[1]) + 1) used as the fitness function, mirroring v26’smc.optimizetool.
The surrogate gives the Dream cycle / Homeostatic loop cheap
response-surface models, and mc.optimize replaces grid search with
sample-efficient Bayesian exploration.
Structs§
- Bayesian
Optimizer - Sequential Bayesian optimization over a box.
- Expr
- A tiny safe expression evaluator for fitness functions.
- Gaussian
Process - Gaussian Process regression with an RBF kernel.
- Optimization
Step - One step of the Bayesian optimization trace.
Functions§
- expected_
improvement - Expected Improvement acquisition at a query point.
- norm_
cdf - Numerically safe inverse-normal CDF (Acklam’s algorithm) and CDF (erf).
- norm_
pdf
Type Aliases§
- Optimize
Result - Result of a Bayesian optimization run: full trace + best (params, fitness).