Utility_Max {rBayesianOptimization} | R Documentation |
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 |
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 |
Value
The arg max of the acquisition function
[Package rBayesianOptimization version 1.2.1 Index]