Objective Function & GP Surrogate
True Function
GP Mean
GP 95% CI
Observations
Acquisition Function (Next Sample at Maximum)
Optimization Progress
κ = 2.0
ℓ = 0.15
σₙ = 0.01
Current State
Samples:
0
Best Value:
-
Best x:
-
True Max:
-
Next x:
-
Acquisition Functions
EI: E[max(f(x)-f*, 0)]
UCB: μ(x) + κ·σ(x)
PI: P(f(x) > f*)
UCB: μ(x) + κ·σ(x)
PI: P(f(x) > f*)
Instructions
1. Click on main canvas to add manual samples
2. "Take Next Sample" adds at acquisition max
3. Watch GP uncertainty shrink with more data
4. Try different acquisition functions!
2. "Take Next Sample" adds at acquisition max
3. Watch GP uncertainty shrink with more data
4. Try different acquisition functions!