rBayesianOptimization (version 1.2.1)

Utility_Max: Utility Maximization Function

Description

Utility Maximization.

Usage

Utility_Max(DT_bounds, GP, acq = "ucb", y_max, kappa, eps)

Value

The arg max of the acquisition function

Arguments

DT_bounds

hyperparameters lower and upper bounds to limit the search of the acq max

GP

an object of class GP

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