smac.acquisition.function.thompson

Classes

TS()	Thompson Sampling

Interfaces

class smac.acquisition.function.thompson.TS

Bases: AbstractAcquisitionFunction

Thompson Sampling

Warning

Thompson Sampling can only be used together with RandomSearch. Please do not use LocalAndSortedRandomSearch to optimize the TS acquisition function!

:math:`TS(X) ~ mathcal{N}(mu(mathbf{X}),sigma(mathbf{X}))’ Returns -TS(X) as the acquisition_function optimizer maximizes the acquisition value.

Parameters:

xi (float, defaults to 0.0) – TS does not require xi here, we only wants to make it consistent with other acquisition functions.

property name: str

Returns the full name of the acquisition function.

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