Prediction of the expected improvement after getting the Bayesopt result output.

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Abdelmajid Ben yahya
回答： Umang Pandey 2024-2-13
I conducted a Bayesian optimization process using the Bayesopt function, which concluded after 250 iterations. The process generated an output file containing various pieces of information. From this file, I understand that predictions at any given point can be made using the "predictObjective" or "predictConstraints" functions. However, I am interested in predicting the current values of the acquisition function used during the Bayesopt process. Is there a method to achieve this?

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回答（1 个）

Umang Pandey
Umang Pandey 2024-2-13
Hi,
From what I understand, you want to obtain the acquisition function values while implementing "bayesopt".
Refer to the following documentation which explains the "Bayesian Optimization Algorithm" that might be of help to you :
https://www.mathworks.com/help/stats/bayesian-optimization-algorithm.html
Hope this helps!
Best,
Umang

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