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about acquisition fucntion values in bayesian optimizer #28

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didicout opened this issue Dec 10, 2018 · 0 comments
Open

about acquisition fucntion values in bayesian optimizer #28

didicout opened this issue Dec 10, 2018 · 0 comments

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@didicout
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didicout commented Dec 10, 2018

from: https://github.com/tobegit3hub/advisor/blob/master/advisor_server/suggestion/algorithm/bayesian_optimization.py#L149

    acquisition_fucntion_values = mean + acquisition_function_kappa * std

    if study_goal == "MAXIMIZE":
      x_max = x_tries[acquisition_fucntion_values.argmax()]
    elif study_goal == "MINIMIZE":
      x_max = x_tries[acquisition_fucntion_values.argmin()]

When the goal is MINIMIZE, should the acquisition_fucntion_values be mean - acquisition_function_kappa * std ?

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