Utility function

Utility Computing Function

Computing Utility.

Utility(x_vec, GP, acq = "ucb", y_max, kappa, eps)

Arguments

• x_vec: a vector of scaled hyperparameters
• GP: an object of class GP
• acq: Acquisition function type to be used
• y_max: The current maximum known value of the target utility function
• kappa: tunable parameter kappa to balance exploitation against exploration
• eps: tunable parameter epsilon to balance exploitation against exploration

Returns

negative utility to be minimized