From 3ee76473c279666270b8f3673a3045a037bf6119 Mon Sep 17 00:00:00 2001 From: javiergonzalezh Date: Fri, 21 Mar 2014 18:48:37 +0000 Subject: [PATCH] BayesOpt added --- GPy/inference/optimization/{bayesianOpt.py => BayesOpt.py} | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) rename GPy/inference/optimization/{bayesianOpt.py => BayesOpt.py} (93%) diff --git a/GPy/inference/optimization/bayesianOpt.py b/GPy/inference/optimization/BayesOpt.py similarity index 93% rename from GPy/inference/optimization/bayesianOpt.py rename to GPy/inference/optimization/BayesOpt.py index d7f61cc1..2e54a23b 100644 --- a/GPy/inference/optimization/bayesianOpt.py +++ b/GPy/inference/optimization/BayesOpt.py @@ -3,7 +3,7 @@ from scipy.stats import norm import matplotlib.pyplot as plt -####### General BO with standad acquisition functions ############################### +####### Preliminar BO with standad acquisition functions ############################### # Types of BO # MM: Maximum (or minimum) mean # MPI: Maximum posterior improvement @@ -11,7 +11,7 @@ import matplotlib.pyplot as plt def BOacquisition(X,Y,model,type_bo="MPI",type_objective="max",par_mpi = 0,z_mui=1.96,plot=True,n_eval = 500): -# Note works in dimension 1 (both for input and output) + # Only works in dimension 1 # Grid where the GP will be evaluated X_star = np.linspace(min(X)-10,max(X)+10,n_eval) X_star = X_star[:,None]