Acquisition functions¶
The GPflowOpt package currently supports a limited number of popular acquisition functions. These are summarized in the table below. Detailed description for each can be found below.
| Method | Objective | Constraint | # Outputs |
|---|---|---|---|
GPflowOpt.acquisition.ExpectedImprovement |
✔ | 1 | |
GPflowOpt.acquisition.ProbabilityOfFeasibility |
✔ | 1 | |
GPflowOpt.acquisition.ProbabilityOfImprovement |
✔ | 1 | |
GPflowOpt.acquisition.LowerConfidenceBound |
✔ | 1 | |
GPflowOpt.acquisition.HVProbabilityOfImprovement |
✔ | > 1 |