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other acq functions #13
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apoorvagnihotri committed Apr 18, 2020
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Expand Up @@ -579,7 +579,7 @@ <h3>Probability of Improvement + <d-math>\lambda \ \times</d-math> Expected Impr
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One such combination can be a linear combination of PI and EI.

We know PI focuses on the probability of emprovement, whereas EI focuses on the expected improvement. Such a combination could help in having a tradeoff between the two based on the value of <d-math>\lambda</d-math>, which can be a function of the timestep itself.
We know PI focuses on the probability of improvement, whereas EI focuses on the expected improvement. Such a combination could help in having a tradeoff between the two based on the value of <d-math>\lambda</d-math>.
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<h3>Gaussian Process Upper Confidence Bound (GP-UCB)</h3>
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