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BayesOpt added

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javiergonzalezh 2014-03-21 18:48:37 +00:00
parent 40186a0f29
commit 3ee76473c2
1 changed files with 2 additions and 2 deletions
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GPy/inference/optimization/bayesianOpt.py → GPy/inference/optimization/BayesOpt.py
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@ -3,7 +3,7 @@ from scipy.stats import norm
import matplotlib.pyplot as plt import matplotlib.pyplot as plt
####### General BO with standad acquisition functions ############################### ####### Preliminar BO with standad acquisition functions ###############################
# Types of BO # Types of BO
# MM: Maximum (or minimum) mean # MM: Maximum (or minimum) mean
# MPI: Maximum posterior improvement # 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): 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 # Grid where the GP will be evaluated
X_star = np.linspace(min(X)-10,max(X)+10,n_eval) X_star = np.linspace(min(X)-10,max(X)+10,n_eval)
X_star = X_star[:,None] X_star = X_star[:,None]