Acquisition Function Confidence Bound

Lower / Upper Confidence Bound.

Dictionary

This AcqFunction can be instantiated via the dictionary mlr_acqfunctions or with the associated sugar function acqf():

mlr_acqfunctions$get("cb")
acqf("cb")

Parameters

• "lambda" (numeric(1))
  \(\lambda\) value used for the confidence bound. Defaults to 2.

References

• Snoek, Jasper, Larochelle, Hugo, Adams, P R (2012). “Practical Bayesian Optimization of Machine Learning Algorithms.” In Pereira F, Burges CJC, Bottou L, Weinberger KQ (eds.), Advances in Neural Information Processing Systems, volume 25, 2951--2959.

See also

Other Acquisition Function: AcqFunction, mlr_acqfunctions_aei, mlr_acqfunctions_ehvigh, mlr_acqfunctions_ehvi, mlr_acqfunctions_eips, mlr_acqfunctions_ei, mlr_acqfunctions_mean, mlr_acqfunctions_pi, mlr_acqfunctions_sd, mlr_acqfunctions_smsego, mlr_acqfunctions

Super classes

bbotk::Objective -> mlr3mbo::AcqFunction -> AcqFunctionCB

Methods

Public methods

• AcqFunctionCB$new()

• AcqFunctionCB$clone()

Inherited methods

• bbotk::Objective$eval()
• bbotk::Objective$format()
• bbotk::Objective$print()
• mlr3mbo::AcqFunction$eval_dt()
• mlr3mbo::AcqFunction$eval_many()
• mlr3mbo::AcqFunction$update()

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Method new()

Creates a new instance of this R6 class.

Usage

AcqFunctionCB$new(surrogate = NULL, lambda = 2)

Arguments

surrogate

(NULL | SurrogateLearner).

lambda

(numeric(1)).

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Method clone()

The objects of this class are cloneable with this method.

Usage

AcqFunctionCB$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

if (requireNamespace("mlr3learners") &
    requireNamespace("DiceKriging") &
    requireNamespace("rgenoud")) {
  library(bbotk)
  library(paradox)
  library(mlr3learners)
  library(data.table)

  fun = function(xs) {
    list(y = xs$x ^ 2)
  }
  domain = ps(x = p_dbl(lower = -10, upper = 10))
  codomain = ps(y = p_dbl(tags = "minimize"))
  objective = ObjectiveRFun$new(fun = fun, domain = domain, codomain = codomain)

  instance = OptimInstanceSingleCrit$new(
    objective = objective,
    terminator = trm("evals", n_evals = 5))

  instance$eval_batch(data.table(x = c(-6, -5, 3, 9)))

  learner = lrn("regr.km",
    covtype = "matern3_2",
    optim.method = "gen",
    nugget.stability = 10^-8,
    control = list(trace = FALSE))

  surrogate = srlrn(learner, archive = instance$archive)

  acq_function = acqf("cb", surrogate = surrogate, lambda = 3)

  acq_function$surrogate$update()
  acq_function$eval_dt(data.table(x = c(-1, 0, 1)))
}
#>       acq_cb
#> 1: -54.12988
#> 2: -54.53354
#> 3: -49.97450