Utility Maximization Function

Description

Utility Maximization.

Usage

1
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