BayesOpt
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Public Member Functions | |
Parameters (bopt_params c_params) | |
bopt_params | generate_bopt_params () |
void | set_learning (std::string name) |
std::string | get_learning () |
void | set_score (std::string name) |
std::string | get_score () |
Public Attributes | |
size_t | n_iterations |
Maximum BayesOpt evaluations (budget) | |
size_t | n_inner_iterations |
Maximum inner optimizer evaluations. | |
size_t | n_init_samples |
Number of samples before optimization. | |
size_t | n_iter_relearn |
Number of samples before relearn kernel. | |
size_t | init_method |
Sampling method for initial set 1-LHS, 2-Sobol (if available), other value-uniformly distributed. | |
int | random_seed |
>=0 -> Fixed seed, <0 -> Time based (variable). More... | |
int | verbose_level |
Neg-Error,0-Warning,1-Info,2-Debug -> stdout 3-Error,4-Warning,5-Info,>5-Debug -> logfile. | |
std::string | log_filename |
Log file path (if applicable) | |
size_t | load_save_flag |
1-Load data,2-Save data, 3-Load and save data. More... | |
std::string | load_filename |
Init data file path (if applicable) | |
std::string | save_filename |
Sava data file path (if applicable) | |
std::string | surr_name |
Name of the surrogate function. | |
double | sigma_s |
Signal variance (if known). More... | |
double | noise |
Variance of observation noise (and nugget) | |
double | alpha |
Inverse Gamma prior for signal var. More... | |
double | beta |
Inverse Gamma prior for signal var. More... | |
score_type | sc_type |
Score type for kernel hyperparameters (ML,MAP,etc) | |
learning_type | l_type |
Type of learning for the kernel params. | |
bool | l_all |
Learn all hyperparameters or only kernel. | |
double | epsilon |
For epsilon-greedy exploration. | |
size_t | force_jump |
If >0, and the difference between two consecutive observations is pure noise, for n consecutive steps, force a random jump. More... | |
KernelParameters | kernel |
Kernel parameters. | |
MeanParameters | mean |
Mean (parametric function) parameters. | |
std::string | crit_name |
Name of the criterion. | |
vectord | crit_params |
Criterion hyperparameters (if needed) | |
Private Member Functions | |
void | init_default () |
void | bostrdup (char *d, const char *s) |
Definition at line 61 of file parameters.hpp.
double bayesopt::Parameters::alpha |
Inverse Gamma prior for signal var.
Used in StudentTProcessNIG
Definition at line 90 of file parameters.hpp.
Referenced by bayesopt::BOptState::loadFromFile().
double bayesopt::Parameters::beta |
Inverse Gamma prior for signal var.
Used in StudentTProcessNIG
Definition at line 92 of file parameters.hpp.
Referenced by bayesopt::BOptState::loadFromFile().
size_t bayesopt::Parameters::force_jump |
If >0, and the difference between two consecutive observations is pure noise, for n consecutive steps, force a random jump.
Avoid getting stuck if model is bad and there is few data, however, it might reduce the accuracy.
Definition at line 100 of file parameters.hpp.
Referenced by bayesopt::BayesOptBase::stepOptimization().
size_t bayesopt::Parameters::load_save_flag |
1-Load data,2-Save data, 3-Load and save data.
Definition at line 80 of file parameters.hpp.
Referenced by bayesopt::BOptState::loadFromFile(), bayesopt::BayesOptBase::optimize(), and bayesopt::BayesOptBase::saveInitialSamples().
int bayesopt::Parameters::random_seed |
>=0 -> Fixed seed, <0 -> Time based (variable).
Definition at line 74 of file parameters.hpp.
Referenced by bayesopt::BayesOptBase::BayesOptBase(), and bayesopt::BOptState::loadFromFile().
double bayesopt::Parameters::sigma_s |
Signal variance (if known).
Used in GaussianProcess and GaussianProcessNormal
Definition at line 86 of file parameters.hpp.
Referenced by bayesopt::BOptState::loadFromFile().