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wangronin / Bayesian-Optimization

Bayesian Optimization algorithms with various recent improvements
BSD 3-Clause "New" or "Revised" License
96 stars 17 forks source link

Kirill latest #21

Open AntKirill opened 2 years ago

AntKirill commented 2 years ago

This pull request brings the following features:

  1. Check the feasibility of the inverse point and repair it if it is outside. Log the frequency of that event
  2. Implement consideration of local optima of the acquisition function and the best of them which has the inverse point inside the initial bounding box
  3. Kernel Optimization - If the point falls into the first 20 percents of good points then optimize gamma again
  4. Add more intelligent optimizers of the kernel parameter