Utility_Max: Utility Maximization Function

In rBayesianOptimization: Bayesian Optimization of Hyperparameters

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

rBayesianOptimization documentation built on May 29, 2024, 2:36 a.m.