Bayesian optimization: PI, EI, LCB detailed example (Matlab)

Antonio Sala, UPV

Difficulty: **** ,       Relevance: PIC,      Duration: 15:59

Materials:    [ Cód.: BOIntroLOOPENG.mlx ] [ PDF ]

Summary:

This video presents an example of Bayesian optimization with probability of improvement, expected improvement, and confidence interval bound as acquisition functions. The development is similar to that of the video [boloop1EN], but with greater detail in the presentation of the Matlab code.

*Link to my [ whole collection] of videos in English. Link to larger [ Colección completa] in Spanish.

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