CriteriaFunctions

Set of criterium functions to select the next point during optimization/exploration. More...

Classes
class	bayesopt::GreedyAOptimality
	Greedy A-Optimality criterion. More...
class	bayesopt::CombinedCriteria
	Abstract class for combined criteria functions. More...
class	bayesopt::InputDistance
	Distance in input space. More...
class	bayesopt::ExpectedImprovement
	Expected improvement criterion by Mockus [Mockus78]. More...
class	bayesopt::BiasedExpectedImprovement
	Expected improvement criterion modification by Lizotte. More...
class	bayesopt::AnnealedExpectedImprovement
	Expected improvement criterion using Schonlau annealing. [Schonlau98]. More...
class	bayesopt::ExpectedReturn
	Expected return criterion. More...
class	bayesopt::GP_Hedge
	GP_Hedge model as describen in Hoffman et al. More...
class	bayesopt::GP_Hedge_Random
	Modification of the GP_Hedge algorithm where the bandit gains are random outcomes (like Thompson sampling). More...
class	bayesopt::LowerConfidenceBound
	Lower (upper) confidence bound criterion by [Cox and John, 1992]. More...
class	bayesopt::AnnealedLowerConfindenceBound
	Lower (upper) confidence bound using Srinivas annealing [Srinivas10]. More...
class	bayesopt::MutualInformation
	Mutual Information bound criterion b [Contal et al., 2014]. More...
class	bayesopt::ProbabilityOfImprovement
	Probability of improvement criterion based on (Kushner). More...
class	bayesopt::ProdCriteria
	Product of criterion functions. More...
class	bayesopt::SumCriteria
	Wrapper class for linear combination of criterion functions. More...
class	bayesopt::ThompsonSampling
	Thompson sampling. Picks a random sample of the surrogate model. More...
class	bayesopt::OptimisticSampling
	Optimistic sampling. More...
class	bayesopt::Criteria
	Abstract interface for criteria functors. More...
class	bayesopt::CriteriaFactory
	Factory model for criterion functions This factory is based on the libgp library by Manuel Blum https://bitbucket.org/mblum/libgp which follows the squeme of GPML by Rasmussen and Nickisch http://www.gaussianprocess.org/gpml/code/matlab/doc/. More...

Detailed Description

Set of criterium functions to select the next point during optimization/exploration.