pyhelios.ParameterOptimization.BayesianOptimization Class Reference

Bayesian optimization with a Gaussian process surrogate. More...

Detailed Description

Bayesian optimization with a Gaussian process surrogate.

Suited to expensive objectives where the evaluation budget is small.

Definition at line 256 of file ParameterOptimization.py.

Public Member Functions
"BayesianOptimization"	explore (cls)
	Exploration-biased preset: high kappa, many acquisition samples.
"BayesianOptimization"	exploit (cls)
	Exploitation-biased preset: low kappa.

Static Public Attributes
int	max_evaluations = 100
int	initial_samples = 0
float	ucb_kappa = 2.0
int	max_gp_samples = 200
int	acquisition_samples = 1000
int	random_seed = 0

Protected Member Functions
"BayesianOptimization"	_from_struct (cls, struct)
	_to_struct (self)

Member Function Documentation

_from_struct()

"BayesianOptimization" pyhelios.ParameterOptimization.BayesianOptimization._from_struct ( cls, struct )

protected

Definition at line 266 of file ParameterOptimization.py.

_to_struct()

pyhelios.ParameterOptimization.BayesianOptimization._to_struct ( self )

protected

Definition at line 285 of file ParameterOptimization.py.

exploit()

"BayesianOptimization" pyhelios.ParameterOptimization.BayesianOptimization.exploit

(

cls

)

Exploitation-biased preset: low kappa.

Definition at line 282 of file ParameterOptimization.py.

explore()

"BayesianOptimization" pyhelios.ParameterOptimization.BayesianOptimization.explore

(

cls

)

Exploration-biased preset: high kappa, many acquisition samples.

Definition at line 277 of file ParameterOptimization.py.

Member Data Documentation

acquisition_samples

int pyhelios.ParameterOptimization.BayesianOptimization.acquisition_samples = 1000

static

Definition at line 262 of file ParameterOptimization.py.

initial_samples

int pyhelios.ParameterOptimization.BayesianOptimization.initial_samples = 0

static

Definition at line 259 of file ParameterOptimization.py.

max_evaluations

int pyhelios.ParameterOptimization.BayesianOptimization.max_evaluations = 100

static

Definition at line 258 of file ParameterOptimization.py.

max_gp_samples

int pyhelios.ParameterOptimization.BayesianOptimization.max_gp_samples = 200

static

Definition at line 261 of file ParameterOptimization.py.

random_seed

int pyhelios.ParameterOptimization.BayesianOptimization.random_seed = 0

static

Definition at line 263 of file ParameterOptimization.py.

ucb_kappa

float pyhelios.ParameterOptimization.BayesianOptimization.ucb_kappa = 2.0

static

Definition at line 260 of file ParameterOptimization.py.

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The documentation for this class was generated from the following file:

• pyhelios/ParameterOptimization.py