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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

Fitting wrt to a predefined distribution #22

Open ghost opened 2 years ago

ghost commented 2 years ago

Hi, Is it possible to define the fitness function as a Wasserstein distance between all transformed samples and some predefined distribution?

In the optimization process I only care about the resulting distribution of the y=f(x)

Thank you!