Inheritance diagram for ExampleQuadratic:

Collaboration diagram for ExampleQuadratic:

Public Member Functions
	ExampleQuadratic (size_t dim, bayesopt::Parameters param)

double	evaluateSample (const vectord &Xi)
	Function that defines the actual function to be optimized. More...

bool	checkReachability (const vectord &query)
	This function checks if the query is valid or not. More...

Public Member Functions inherited from bayesopt::ContinuousModel
	ContinuousModel (size_t dim, Parameters params)
	Constructor. More...

virtual	~ContinuousModel ()
	Default destructor.

void	setBoundingBox (const vectord &lowerBound, const vectord &upperBound)
	Sets the bounding box. More...

Public Member Functions inherited from bayesopt::BayesOptBase
	BayesOptBase (size_t dim, Parameters params)
	Constructor. More...

virtual	~BayesOptBase ()
	Default destructor.

void	optimize (vectord &bestPoint)
	Execute the optimization process of the function defined in evaluateSample. More...

void	stepOptimization ()
	Execute ONE step the optimization process of the function defined in evaluateSample.

void	initializeOptimization ()
	Initialize the optimization process. More...

vectord	getFinalResult ()
	Once the optimization has been perfomed, return the optimal point. More...

void	saveOptimization (BOptState &state)
	Saves the current state of the optimization process into a state class. More...

void	restoreOptimization (BOptState state)
	Restores the optimization process of a previous execution.

ProbabilityDistribution *	getPrediction (const vectord &query)

const Dataset *	getData ()

Parameters *	getParameters ()

double	getValueAtMinimum ()

size_t	getCurrentIter ()

double	evaluateCriteria (const vectord &query)

Additional Inherited Members
Protected Member Functions inherited from bayesopt::ContinuousModel
vectord	samplePoint ()
	Sample a single point in the input space. More...

void	findOptimal (vectord &xOpt)
	Call the inner optimization method to find the optimal point acording to the criteria. More...

vectord	remapPoint (const vectord &x)
	Remap the point x to the original space (e.g. More...

void	generateInitialPoints (matrixd &xPoints)
	Selects the initial set of points to build the surrogate model. More...

Protected Member Functions inherited from bayesopt::BayesOptBase
vectord	getPointAtMinimum ()
	Get optimal point in the inner space (e.g. More...

double	evaluateSampleInternal (const vectord &query)
	Wrapper for the target function adding any preprocessing or constraint. More...

void	plotStepData (size_t iteration, const vectord &xNext, double yNext)
	Print data for every step according to the verbose level. More...

void	saveInitialSamples (matrixd xPoints)
	Eases the process of saving a state during initial samples.

void	saveResponse (double yPoint, bool clear)

Protected Attributes inherited from bayesopt::BayesOptBase
Parameters	mParameters
	Configuration parameters.

size_t	mDims
	Number of dimensions.

size_t	mCurrentIter
	Current iteration number.

boost::mt19937	mEngine
	Random number generator.

Detailed Description

Definition at line 43 of file bo_cont.cpp.

Member Function Documentation

◆ checkReachability()

bool ExampleQuadratic::checkReachability ( const vectord & query )

inlinevirtual

This function checks if the query is valid or not.

It can be used to introduce arbitrary constrains. Since the Gaussian process assumes smoothness, constrains are managed by the inner optimizer (e.g.:DIRECT), being highly time consuming. If the constrain is very tricky, DIRECT will need much more function evaluations.

Note: This function is experimental. Thus it is not made pure virtual. Using it is completely optional.

Parameters

query point to be evaluated.