smac.acquisition.function.integrated_acquisition_function

Classes

IntegratedAcquisitionFunction(...)

Compute the integrated acquisition function by marginalizing over model hyperparameters

Interfaces

class smac.acquisition.function.integrated_acquisition_function.IntegratedAcquisitionFunction(acquisition_function)

Bases: AbstractAcquisitionFunction

Compute the integrated acquisition function by marginalizing over model hyperparameters

See “Practical Bayesian Optimization of Machine Learning Algorithms” by Jasper Snoek et al. (https://papers.nips.cc/paper/4522-practical-bayesian-optimization-of-machine-learning-algorithms.pdf) for further details.

Parameters:

acquisition_function (AbstractAcquisitionFunction) – Acquisition function to be integrated.

_acquisition_function

Acquisition function to be integrated.

Type:

AbstractAcquisitionFunction

_functions

Holds n (n = number of models) copies of the acquisition function.

Type:

list[AbstractAcquisitionFunction]

_eta

Current incumbent function value.

Type:

float

property meta: dict[str, Any]

Returns the meta data of the created object.

property name: str

Returns the full name of the acquisition function.

previous

smac.acquisition.function.expected_improvement

next

smac.acquisition.function.prior_acqusition_function