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What acquisition function should I use in Bayes Optimization?

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Jingyuan Yao 2021-6-6

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评论： Jingyuan Yao 2021-6-10

采纳的回答： Alan Weiss

I wanna use bayes Optimization in Matlab.

What kind of acquision function does bayesopt in Matlab use?

If I need to choose one, which one (UCB; PI; EI) is the best choice?

Thanks!

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Alan Weiss 2021-6-7

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https://ww2.mathworks.cn/matlabcentral/answers/849410-what-acquisition-function-should-i-use-in-bayes-optimization#answer_718965

For information about acquisition functions, see Acquisiton Function Types.

Alan Weiss

MATLAB mathematical toolbox documentation

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Jingyuan Yao 2021-6-10

thanks

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