Utility_Max: Utility Maximization Function
Description
Utility Maximization.
Usage
Utility_Max(DT_bounds, GP, acq = "ucb", y_max, kappa, eps)
Arguments
DT_bounds
hyperparameters lower and upper bounds to limit the search of the acq max
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
Value
The arg max of the acquisition function