Bayesian Optimization Results Evaluation

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MByk
MByk 2018-5-23
编辑： muhamed ibrahim 2019-8-30
I am trying to learn and understand Bayesian Optimization. My code is working like in the documentation page but what is the difference between best observed feasible point and best estimated feasible point? Which result should I consider? Thanks for the help.

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Alan Weiss
Alan Weiss 2018-5-24
The difference is that the algorithm makes a model of the objective function, and this model assumes that observations can contain noise (errors). So the best observed feasible point is the one with the lowest returned value from objective function evaluations. The best estimated feasible point is the one that has the lowest estimated mean value according to the latest model of the objective function.
If your objective function is deterministic, then you can set the 'IsObjectiveDeterministic' name-value pair to true, and then these two points are likely to coincide.
Alan Weiss
MATLAB mathematical toolbox documentation
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Alan Weiss
Alan Weiss 2019-8-19
To stop an optimization early, use the OutputFcn name-value pair. For details, see Bayesian Optimization Output Functions.
Alan Weiss
MATLAB mathematical toolbox documentation
muhamed ibrahim
muhamed ibrahim 2019-8-30
编辑：muhamed ibrahim 2019-8-30
regardin what you typed "and this model assumes that observations can contain noise (errors).
"How does Matlab compute this amount of noise? is it an arbitarary value?

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