Purely Explorative Acquisition Functions for bayesopt
Hello, I am trying to use Bayesian Optimization with the goal of learning the surrogate function as accurately as possible instead of its maximization. Essentially, I would like to use bayesopt, but with a purely explorative aquisition function like LCB with a high exploration constant (or without the mean entirely) or the Integrated Variance Reduction function described (not originally) here.
Is there any way to do this? I don’t see any documented way to modify the LCB function or use a custom aquisition function.Hello, I am trying to use Bayesian Optimization with the goal of learning the surrogate function as accurately as possible instead of its maximization. Essentially, I would like to use bayesopt, but with a purely explorative aquisition function like LCB with a high exploration constant (or without the mean entirely) or the Integrated Variance Reduction function described (not originally) here.
Is there any way to do this? I don’t see any documented way to modify the LCB function or use a custom aquisition function. Hello, I am trying to use Bayesian Optimization with the goal of learning the surrogate function as accurately as possible instead of its maximization. Essentially, I would like to use bayesopt, but with a purely explorative aquisition function like LCB with a high exploration constant (or without the mean entirely) or the Integrated Variance Reduction function described (not originally) here.
Is there any way to do this? I don’t see any documented way to modify the LCB function or use a custom aquisition function. bayesopt, acquisition function, matlab function MATLAB Answers — New Questions