Utility

internal

A Pure R implementation of Bayesian Global Optimization with Gaussian Processes.

Yachen Yan

rBayesianOptimization

Bayesian Optimization of Hyperparameters

Utility function

<dl><dt>x_vec</dt>
<dd>a vector of scaled hyperparameters</dd>
<dt>GP</dt>
<dd>an object of class GP</dd>
<dt>acq</dt>
<dd>Acquisition function type to be used</dd>
<dt>y_max</dt>
<dd>The current maximum known value of the target utility function</dd>
<dt>kappa</dt>
<dd>tunable parameter kappa to balance exploitation against exploration</dd>
<dt>eps</dt>
<dd>tunable parameter epsilon to balance exploitation against exploration</dd></dl>

Arguments

Utility Computing Function — Utility

<dl>

<dt>x_vec</dt>
<dd>a vector of scaled hyperparameters</dd>


<dt>GP</dt>
<dd>an object of class GP</dd>


<dt>acq</dt>
<dd>Acquisition function type to be used</dd>


<dt>y_max</dt>
<dd>The current maximum known value of the target utility function</dd>


<dt>kappa</dt>
<dd>tunable parameter kappa to balance exploitation against exploration</dd>


<dt>eps</dt>
<dd>tunable parameter epsilon to balance exploitation against exploration</dd>

</dl>

Utility: Utility Computing Function

Description

Usage

Value

Arguments