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Module bayesian

Module bayesian 

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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’s mc.optimize tool.

The surrogate gives the Dream cycle / Homeostatic loop cheap response-surface models, and mc.optimize replaces grid search with sample-efficient Bayesian exploration.

Structs§

BayesianOptimizer
Sequential Bayesian optimization over a box.
Expr
A tiny safe expression evaluator for fitness functions.
GaussianProcess
Gaussian Process regression with an RBF kernel.
OptimizationStep
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§

OptimizeResult
Result of a Bayesian optimization run: full trace + best (params, fitness).