Figure 2
An example of an iteration of a Bayesian optimization algorithm trying to maximize the negated Himmelblau function f(x1, x2) = , whose true global optima are marked as white circles. Using existing data points (far left) and the assumption that the function is distributed as a GP, we can use Bayesian inference to compute a posterior consisting of a mean (center left) and error (center right), upon which we can compute an acquisition function (far right) which informs us of the best points to sample. The black-edged diamonds superimposed on the acquisition function show the best eight points to sample, optimized in parallel and with the optimal routing represented by the red line. |