Surrogate optimizer based on gradients

Issue #3 on hold
Balaji Pokuri created an issue

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)

  1. Balaji Pokuri reporter

    derivatives of acquisition function should be implemented for it to be used effectively

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