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Bayesopt function #6
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added 10 commits
September 8, 2014 12:16
This forgets about being able to select noise/kernel/etc. This goes back to an approach we've used before where you pass an entire gp model. If none is given then a default is used (matern3 with default hyperparameters) and a default prior. These defaults could be tightened up a bit though.
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This ends up being a reorganization of a lot of things. But the main change to look at is in what is now
pybo.solvers.bayesopt(this was formerlypybo.policies.gppolicy). TheGPPolicyobject now forms thesolve_bayesoptfunction. The other thing is that this gets rid kernel/noise/etc parameters. You can now pass agpobject, and if one is not given a default will be constructed (using the Matern3 kernel). If no gp object is given this also ignores the prior.Finally there's also a
callbackoption which provides a function to call on each iteration. This is used to implement the demo.