Sobol Sampling

GPyOpt does this and that…

class olympus.planners.Sobol(*args, **kwargs)[source]

creates empty object and loads defaults

Parameters

  • me (str) – arbitrary name to identify the object

  • indent (int) – number of spaces used in string representation

Methods

tell([observations])

Provide the planner with all previous observations.

ask([return_as])

suggest new set of parameters

recommend([observations, return_as])

Consecutively executes tell and ask: tell the planner about all previous observations, and ask about the next query point.

optimize(emulator[, num_iter, verbose])

Optimizes a surface for a fixed number of iterations.

set_param_space(param_space)

Defines the parameter space over which the planner will search.