create
Creates and configures a Bayesian optimization (BO) solver for a given problem definition.
BO is sequential: each iteration evaluates a single point, so parallelOptions defaults to sequential evaluation (as with most factories). Enabling parallel evaluation only benefits the initial design batch; if you do, the supplied modelBuilder must yield an independent model per call.
Return
An instance of BayesianOptimizationSolver that encapsulates the optimization process and results.
Parameters
The definition of the optimization problem, including constraints and objectives.
The model builder interface used to create models for evaluation.
The number of initial design points. Defaults to BayesianOptimizationSolver.defaultInitialDesignSize.
The acquisition function. Defaults to ExpectedImprovement.
Optional initial coordinates seeded into the initial design. If left null, the initial design is generated entirely by the design strategy.
The maximum number of BO iterations (after the initial design). Defaults to 100.
The number of replications to use during each evaluation to reduce stochastic noise.
Specifies if the evaluator uses a solution cache. By default, this is MemorySolutionCache.
Specifies if the simulation oracle will use a SimulationRunCache. The default is null (no cache).
the run parameters to apply to the model during the building process
the random number stream number; 0 (the default) means the next available stream
the provider of random number streams; defaults to a fresh RNStreamProvider, so each solver has its own streams