BayesianMinimizationObject

BayesianMinimizationObject[]

represents the result of a Bayesian minimization process.

Details and Options

  • BayesianMinimizationObject[] is the result generated by BayesianMinimization[].
  • BayesianMinimizationObject[][prop] gives the property prop of the Bayesian minimization object.
  • BayesianMinimizationObject[][{prop1,prop2, }] gives the list of properties {prop1,prop2,}.
  • Possible properties for minimization of a function f include:
  • "EvaluationHistory"configurations and values explored during minimization
    "Method"method used for Bayesian minimization
    "MinimumConfiguration"configuration found that minimizes the result from f
    "MinimumValue"estimated minimum value obtained from f
    "NextConfiguration"configuration to sample next if minimization were continued
    "ObjectiveFunction"original function f being minimized
    "PredictorFunction"best prediction model found for the function f
    "Properties"list of all available properties

Examples

Basic Examples  (1)

Minimize a function over an interval region via BayesianMinimization to create a BayesianMinimizationObject[]:

Use the BayesianMinimizationObject[] to find the available properties:

Get the estimated minimum configuration:

Get the estimated minimum value:

Get the list of configurations and function values explored during the minimization:

Get information about the method used to explore configurations:

Get the current probabilistic model of the function (this is a PredictorFunction):

Find the best configuration to explore next according to the model:

Get information about a list of properties simultaneously:

Visualize how well the function is modeled, particularly near the minimum:

Introduced in 2016
 (11.0)