bayesoptbook / bayesoptbook.github.io

Companion webpage for the book "Bayesian Optimization" by Roman Garnett
MIT License
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Reproducing figure #52

Closed thierrymoudiki closed 5 months ago

thierrymoudiki commented 5 months ago

Not an issue: how to reproduce figures 11.12 and 11.13 please? (If possible).

Thanks

bayesoptbook commented 5 months ago

I wrote a pretty low-level implementation that used exhaustive Gauss-Hermite quadrature plus direct computation of the hypervolume improvement given x and samples of {y}. It sufficed for this figure but is not the kind of thing you'd want to do in a practical setting.