fastmath.optimization — generateme/fastmath 1.4.0-SNAPSHOT

bayesian-optimization clj

(bayesian-optimization
  f
  {:keys [warm-up init-points bounds utility-function-type utility-param kernel
          kscale jitter noise optimizer normalize?]
   :or {kscale 1.0
        kernel (k/kernel :mattern-52)
        warm-up (* (count bounds) 1000)
        init-points 3
        utility-function-type :ucb
        utility-param (if (#{:ei :poi} utility-function-type) 0.001 2.576)
        jitter 0.25
        normalize? true}})

maximize clj

(maximize method f config)

maximizer clj

(maximizer method f config)

minimize clj

(minimize method f config)

minimizer clj

(minimizer method f config)

optimize clj

(optimize method f config)

optimizer clj

(optimizer method
           f
           {:keys [max-evals max-iters goal bounds stats? population-size
                   bounded? gradient-h]
            :as config})

scan-and-maximize clj

scan-and-minimize clj

scan-and-optimize clj