Related Issues (20)
- Plot Expected Improvement (EI) function along the smbo process
- Add consistent conversion from GridEntry to DoubleMatrix and back
- Consider to add support for different strategies for balancing exploration vs exploitation HOT 1
- Make chart matrix and show variance with error bars plot
- We should set incumbent right after prior evaluation and not after a first evaluation which is after prior evaluation
- Create demo page where it is shown how on Sqrt function algo is exploring and exploiting by going from both directions.
- Log index of iteration/evaluation when max value of OF was found
- Add support for multi variable objective functions
- Investigate whether we need to normalise hyper parameters within SMBO
- Perform GP hyper parameter search only after evaluation of the prior batch
- We need to make sure that we are taking diverse prior for GP hyperparameters search
- Recalculate covariance prior once new hyperparameters are chosen
- Add configuration/ability to re-search for optimal GP hyperparameters on every N iteration.
- Distinguish between signalVariance and noiseVariance in kernel functions
- Introduce Rational Quadratic kernel
- Extend grid search for GP's hps so that it can find optimal noiseVariance parameter
- Add ability to combine kernels
- Add Periodic kernel
- Grid search over Radial Basis kernel hps could be changed to 10 and 90 percentiles of data points
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