STK_EXAMPLE_DOE03 A simple illustration of 1D Bayesian optimization Our goal here is to optimize (maximize) the one-dimensional function x |--> x * sin (x) over the interval [0; 4 * pi]. A Matern 5/2 prior with known parameters is used. Evaluations points are chosen sequentially using the Expected Improvement (EI) criterion, starting from an initial design of N0 = 3 points.
Package: stk