SourangshuGhosh/Optimization_Bayesian.jl SourangshuGhosh/Optimization_Bayesian.jl

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SourangshuGhosh/Optimization_Bayesian.jl
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SourangshuGhosh

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Bayesian optimization is a method of finding the maximum of expensive cost functions. Bayesian optimization employs the Bayesian technique of setting a prior over the objective function and combining it with evidence to get a posterior function. This permits a utility-based selection of the next observation to make on the objective function, which must take into account both exploration (sampling from areas of high uncertainty) and exploitation (sampling areas likely to offer improvement over the current best observation).

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