experimental-design / bofire

Experimental design and (multi-objective) bayesian optimization.
https://experimental-design.github.io/bofire/
BSD 3-Clause "New" or "Revised" License
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Feature/linear deterministic #385

Closed jduerholt closed 3 months ago

jduerholt commented 3 months ago

This PR adds a new surrogate namely the LinearDeterministicSurrogate which is just a linear model of type f(x) = mx +b, where are m are the coefficients and b is the intercept. Tis is useful for multi-objective optimization with partially known objective functions (for example the number of parameters of a Neural Network in the context of hyperparameter optimization).