maxAcq

Maximize Acquisition Function

Uses optim function to find parameters that maximize Acquisition Function

Keywords
internal
Usage
maxAcq(GP, TryOver, acq = "ucb", y_max, kappa, eps, parallel, ParMethod,
  convThresh)
Arguments
GP

an object of class gp or gp.list

TryOver

A data.table of initial points to try over.

acq

Acquisition function type to be used

y_max

The current maximum known value of the target utility function

kappa

tunable parameter kappa to balance exploitation against exploration

eps

tunable parameter epsilon to balance exploitation against exploration

parallel

should the search be performed in parallel

convThresh

convergence threshold. Passed to optim function "L-BFGS-B" factr parameter.

Value

A data table of local optimums.

Aliases
  • maxAcq
Documentation reproduced from package ParBayesianOptimization, version 0.0.1, License: GPL-2

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