BayesOpt
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Optimistic sampling. More...
#include <criteria_thompson.hpp>
Public Member Functions | |
void | setParameters (const vectord ¶ms) |
size_t | nParameters () |
double | operator() (const vectord &x) |
std::string | name () |
Public Member Functions inherited from bayesopt::Criteria | |
virtual void | init (NonParametricProcess *proc) |
double | evaluate (const vectord &x) |
virtual void | reset () |
void | setRandomEngine (randEngine &eng) |
virtual void | pushCriteria (Criteria *crit) |
virtual bool | requireComparison () |
virtual void | initialCriteria () |
virtual void | update (const vectord &x) |
virtual bool | rotateCriteria () |
virtual void | pushResult (const vectord &prevResult) |
virtual std::string | getBestCriteria (vectord &best) |
Additional Inherited Members | |
Protected Attributes inherited from bayesopt::Criteria | |
NonParametricProcess * | mProc |
randEngine * | mtRandom |
Optimistic sampling.
A simple variation of Thompson sampling that picks only samples that are better than the best outcome so far.
Definition at line 57 of file criteria_thompson.hpp.