{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# GPyOpt: available surrogate models and acquisitions\n", "\n", "### Written by Javier Gonzalez, University of Sheffield.\n", "\n", "## Reference Manual index\n", "\n", "*Last updated Friday, 11 March 2016.*" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### 1. Supported models\n", "\n", "The surrogate models supported in GPyOpt are:\n", "\n", "* **Standard Gaussian Processes** with standard MLE over the model hyperparameters: select ``model_type = GP`` in the GPyOpt wrapper.\n", "\n", "\n", "* **Standard Gaussian Processes with MCMC** sampling over the model hyperparameters: select ``model_type = GP_MCMC`` in the GPyOpt wrapper.\n", "\n", "\n", "* **Sparse Gaussian processes**: select ``model_type = sparseGP`` in the GPyOpt wrapper. \n", "\n", "\n", "* **Random Forrest**: select ``model_type = RF``. To illustrate GPyOpt modularity, we have also wrapped the random forrest method implemetented in Scikit-learn." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### 2. Supported acquisiitions\n", "\n", "The supported acquisition functions in GPyOpt are:\n", "\n", "* **Expected Improvement**: select ``acquisition_type = EI`` in the GPyOpt wrapper.\n", "\n", "\n", "* **Expected Improvement integrated over the model hyperparameters**: select ``acquisition_type = EI_MCMC`` in the GPyOpt wrapper. Only works if ``model_type`` is set to ``GP_MCMC``.\n", "\n", "\n", "* **Maximum Probability of Improvement**: select ``acquisition_type = MPI`` in the GPyOpt wrapper.\n", "\n", "\n", "* **Maximum Probability of Improvement integrated over the model hyperparameters**: select ``acquisition_type = MPI_MCMC`` in the GPyOpt wrapper. Only works if ``model_type`` is set to ``GP_MCMC``.\n", "\n", "\n", "* **GP-Lower confidence bound**: select ``acquisition_type = LCB`` in the GPyOpt wrapper.\n", "\n", "\n", "* **GP-Lower confidence bound integrated over the model hyperparameters**: select ``acquisition_type = LCB_MCMC`` in the GPyOpt wrapper. Only works if ``model_type`` is set to ``GP_MCMC``.\n", "\n", "\n" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.6.1" } }, "nbformat": 4, "nbformat_minor": 1 }