Bayesian Optimization
Contents:
Bayesian Optimization
Examples
Basic tour of the Bayesian Optimization package
Advanced tour of the Bayesian Optimization package
Exploitation vs Exploration
Visualization
Constrained Optimization
Sequential Domain Reduction
Code Documentation
Bayesian Optimization
Examples
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Examples
Examples:
Basic tour of the Bayesian Optimization package
1. Specifying the function to be optimized
2. Getting Started
3. Guiding the optimization
4. Saving, loading and restarting
Next Steps
Advanced tour of the Bayesian Optimization package
1. Suggest-Evaluate-Register Paradigm
2. Dealing with discrete parameters
3. Tuning the underlying Gaussian Process
Observers Continued
Exploitation vs Exploration
Target function
Acquisition Function “Upper Confidence Bound”
Acquisition Function “Expected Improvement”
Acquisition Function “Probability of Improvement”
Visualization
Create a BayesianOptimization Object
Plotting and visualizing the algorithm at each step
Stopping
Constrained Optimization
1. Simple Constrained Optimization
2. Advanced Constrained Optimization
2.1 Simple, single constraint
Simulation 2
Sequential Domain Reduction
Background
Basics
Parameters