- marked as major
Surrogate optimizer based on gradients
Issue #3
on hold
Since both mean and variance can be calculated analytically, there should be provision to find optima of surrogate based on its gradient, at-least the first derivative. This can enable finding multiple surrogate optima with the same acquisition function / exploration-exploitation mode.
Comments (4)
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reporter -
reporter -
reporter derivatives of acquisition function should be implemented for it to be used effectively
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reporter - changed status to on hold
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Can also help to avoid repetition of
next_query_point
across multiple acquisition functions.