Created
June 12, 2021 14:54
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from sklearn.gaussian_process import GaussianProcessRegressor | |
from scipy.stats import norm | |
from scipy.optimize import minimize | |
import sys | |
import pandas as pd | |
class BayesianOptimizer(): | |
def __init__(self, target_func, x_init, y_init, n_iter, scale, batch_size): | |
self.x_init = x_init | |
self.y_init = y_init | |
self.target_func = target_func | |
self.n_iter = n_iter | |
self.scale = scale | |
self.batch_size = batch_size | |
self.gauss_pr = GaussianProcessRegressor() | |
self.best_samples_ = pd.DataFrame(columns = ['x', 'y', 'ei']) | |
self.distances_ = [] |
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