Utility_Max function

Utility Maximization Function

Utility Maximization.

Utility_Max(DT_bounds, GP, acq = "ucb", y_max, kappa, eps)

Arguments

• DT_bounds: hyperparameters lower and upper bounds to limit the search of the acq max
• 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

The arg max of the acquisition function