KSLCore/ksl.simopt.solvers.algorithms.bo/FixedHyperparameters

FixedHyperparameters

class FixedHyperparameters(lengthScaleFactor: Double = 1.0) : HyperparameterFitterIfc(source)

A heuristic, non-iterative hyperparameter setter: the ARD length scales are set to lengthScaleFactor times each input's range, and the signal variance is set to the sample variance of the observed means (or 1.0 if degenerate). This is fast, deterministic, and robust, making it a good default for a first-cut surrogate.

Parameters

lengthScaleFactor

the fraction of each input range used as that dimension's length scale. Must be > 0. Defaults to 1.0.

Constructors

FixedHyperparameters

constructor(lengthScaleFactor: Double = 1.0)

Properties

lengthScaleFactor

var lengthScaleFactor: Double

Functions

fit

open override fun fit(model: GaussianProcessModel, points: List<DoubleArray>, means: DoubleArray, noiseVars: DoubleArray, rnStream: RNStreamIfc)

Sets the kernel hyperparameters of model given the training data. Randomness (if any) is drawn through rnStream.

toString

open override fun toString(): String