Hyperparameter search space
| Hyperparameter | Values tested | Notes |
|---|---|---|
| Utility function | UCB, EI, POI | See Section 2.3 for more details |
| κ (UCB) | 0.5 ≤ κ ≤ 6 | Linear spaced interval, increment of Δκ = 0.1 (56 values) |
| ξ (EI, POI) | 0 ≤ ξ ≤ 0.5 | Logarithmic spacing, with 56 values |
| ν | See Section 2.2 for more details | |
| l | 0.01 ≤ l ≤ 1.0 | 14 values total, more concentrated around 0.1, then every 0.1 to 1.0 |
| ns | 3 ≤ ns ≤ 15 | 13 values total, every integer |
| Hyperparameter | Values tested | Notes |
|---|---|---|
| Utility function | UCB, EI, POI | See Section 2.3 for more details |
| 0.5 ≤ | Linear spaced interval, increment of Δ | |
| 0 ≤ | Logarithmic spacing, with 56 values | |
| See Section 2.2 for more details | ||
| 0.01 ≤ | 14 values total, more concentrated around 0.1, then every 0.1 to 1.0 | |
| 3 ≤ | 13 values total, every integer |
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