Psi_Y: Warping psi for points in Y

In mbinois/RRembo: Random EMbedding Bayesian Optimization for R

Warping psi for points in Y

Description

Warping psi (original low dimensional space)

Usage

Psi_Y(y, A)

Arguments

y	matrix of low dimensional coordinates, one point per row
A	random embedding matrix

References

M. Binois, D. Ginsbourger, O. Roustant (2015), A Warped Kernel Improving Robustness in Bayesian Optimization Via Random Embeddings, Learning and Intelligent Optimization, Springer

Examples

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)

mbinois/RRembo documentation built on Sept. 16, 2023, 10:15 p.m.