Psi_Y | R Documentation |
Warping psi (original low dimensional space)
Psi_Y(y, A)
y |
matrix of low dimensional coordinates, one point per row |
A |
random embedding matrix |
M. Binois, D. Ginsbourger, O. Roustant (2015), A Warped Kernel Improving Robustness in Bayesian Optimization Via Random Embeddings, Learning and Intelligent Optimization, Springer
set.seed(42)
d <- 2; D <- 5
A <- selectA(d, D, type = 'optimized')
size <- 5 # box size of Y
ntest <- 10000
Y <- size * (2 * matrix(runif(ntest * d), ntest, d) - 1)
Z <- Psi_Y(Y, A)
plot(Z)
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