6
$\begingroup$

The docs show the following options for BayesianMaximization's Method:

"MaxExpectedImprovement" maximize expected improvement over current best value "MaxImprovementProbability" maximize improvement probability over current best value

But what these mean I do not know. Typical methods for bayesian optimization are: TPE (tree of parzen estimators), Gaussian Processes, etc... I'd like to know more about the internals here.

Improve this question
$\endgroup$
1
  • 1
    $\begingroup$ If you expand the details in the output BayesianMaximizationObject, you can see that it uses Gaussian Process for prediction method. $\endgroup$
    – xslittlegrass
    Commented Dec 15, 2016 at 19:30

0

Reset to default

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.