Utility: Utility Computing Function

In yanyachen/rBayesianOptimization: Bayesian Optimization of Hyperparameters

Utility Computing Function

Description

Computing Utility.

Usage

Utility(x_vec, GP, acq = "ucb", y_max, kappa, eps)

Arguments

x_vec	a vector of scaled hyperparameters
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

negative utility to be minimized

yanyachen/rBayesianOptimization documentation built on April 16, 2024, 7:49 a.m.