-
Notifications
You must be signed in to change notification settings - Fork 1
Open
Description
@karalets suggested to compare the performance of the acquisition functions built into GPyOpt with the PES acquisition function described in this paper: http://papers.nips.cc/paper/5324-predictive-entropy-search-for-efficient-global-optimization-of-black-box-functions.pdf
A MATLAB/C implementation is available here: https://bitbucket.org/jmh233/codepesnips2014
We can test this in probably the fewest lines of code by calling the Python model from within MATLAB (replacing line 19 in runPES.m).
Reactions are currently unavailable
Metadata
Metadata
Assignees
Labels
No labels