Bayesian Optimization #102
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kimurayu45z
requested changes
Feb 4, 2023
Cargo.toml
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| @@ -20,6 +20,8 @@ num-integer = "0.1" | |||
| opensrdk-linear-algebra = "0.8.4" | |||
| opensrdk-kernel-method = "0.2.0" | |||
| special = "0.8.1" | |||
| optimize = "0.1.0" | |||
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なんでそうなるー
いらない
ndarrayもいらない
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最適化よりむしろlinear algebraとndarrayを同居させるほうがよくない
それにどうしてもグリッドサーチいやだっていうならなんで直近使っててndarrayいらないcmaesを使わないんだ
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グリッドサーチの件は多分初耳ですけど覚えときます。
cmaesも考えたんですけど、あれってブラックボックス関数の最適化用だと思っていたので、今回はブラックボックス関数じゃないからcmaesより速いのがあるかなって勝手に考えちゃいました
| use super::AcquisitionFunctions; | ||
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| pub struct UpperConfidenceBound { | ||
| trial: f64, |
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明らかにusizeで保持して計算の時に都度キャストすべき
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最初適当にf64で設計してたのが残ってますね、そのように修正しておきます。
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implement bayesian optimization