smac.acquisition.function.thompson¶

Classes¶

Do a Thompson Sampling for a given x over the best so far value as acquisition value.

class smac.acquisition.function.thompson.TS[source]¶

Do a Thompson Sampling for a given x over the best so far value as acquisition value.

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.

smac.acquisition.function.probability_improvement

smac.acquisition.maximizer