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Defining new acquisition functions GPflowOpt 0.1.1 documentation
Introduction ¶ GPflowOpt implements supports some acquisition functions for common scenarios, such as EI and PoF. However, it is straightforward to implement your own strategy. For most strategies, it is sufficient to implement the Acquisition interface. In case a more sophisticated model is needed , this can easily be achieved with GPflow.
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How does Expected Improvement compare to other acquisition functions? EI is often compared with other acquisition functions, such as Probability of Improvement and Upper Confidence Bound, with the choice depending on the specific problem and desired trade-off between exploration and exploitation.
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Unexpected Improvements to Expected Improvement for Bayesian Optimization
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