Function that executes a simple single-objective Bayesian optimization.

bayesopt_soo(
  instance,
  acq_function,
  acq_optimizer,
  n_design = 4 * instance$search_space$length
)

Arguments

instance

bbotk::OptimInstance
The optimization instance object.

acq_function

AcqFunction
The acquistion function object.

acq_optimizer

AcqOptimizer
The optimizer that optimizes the acquistion function.

n_design

(int(1))
In case the archive inside the instance is empty, we generate a random initial design of n_design points.

Value

bbotk::Archive

References

Jones, R. D, Schonlau, Matthias, Welch, J. W (1998). “Efficient Global Optimization of Expensive Black-Box Functions.” Journal of Global optimization, 13(4), 455--492. doi: 10.1023/A:1008306431147 .