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demoABO17.m
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demoABO17.m
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% A script to demo Adaptive Bayeian Optimisation
% Function: 2D Rastrigin Function
% @author: favour@nyikosa.com 15/MAY/2017
% clc
% close all
% clear
start
%rng('default')
%---------------------------- Gaussian Process Model ---------------------------
settings = getDefaultGPMetadataGPML();
settings.hyp_opt_mode = 2;
c = {'covSEard'}; % {'covPERard',{@covSEard}}; %
gpModel = {{'infGaussLik'},{'meanZero'},...
c, {'likGauss'}};
hyperparameters.mean = [];
l = .5;
p = .5;
sf = 1;
hyperparameters.cov = log([l; l; sf]); % log([p; p; l; l; l; l; sf]); %
sn = 0.0001;
hyperparameters.lik = log(sn);
%---------------------------------- ABO ----------------------------------------
max_t_train = 0;
max_t_test = 5;
settings.abo = 1;
settings.current_time_abo = 1;
settings.initial_time_tag = max_t_train;
settings.time_delta = .125;
settings.final_time_tag = max_t_test;
%----------------------------------- Data --------------------------------------
title_ = 'Rastrigin';
n_test = 100;
n_train = 75;
dim = 2;
[xt, yt] = getInitialRastriginFunctionDataABO(n_train, dim, max_t_train);
[xt, yt] = orderData(xt, yt);
[xs, ys] = getInitialRastriginFunctionDataABO(n_test, dim, max_t_test);
% plot_flag = 0;
% [xt, yt , meta_out] = standardizeData(xt, yt, title_, plot_flag );
% meta_.standardizeMetadata = meta_out;
% [xs, ys , ~] = standardizeData(xs, ys, title_, plot_flag, meta_out );
%--------------------------- BO settings ----------------------------------
lb_ = [-5, -5];
ub_ = [5, 5];
lb = lb_; %-5;
ub = ub_; %5;
x0 = 0;
iters = 150;
[X,Y] = meshgrid(-5:.1:5);
Z = rastr_mesh(X, Y);
settings.X = X;
settings.Y = Y;
settings.Z = Z;
settings.xt = xt;
settings.yt = yt;
settings.gpModel = gpModel;
settings.hyp = hyperparameters;
settings.xt = xt;
settings.yt = yt;
settings.gpModel = gpModel;
settings.hyp = hyperparameters;
%settings = getDefaultBOSettingsEL_ABO(x0, iters, settings);
%settings = getDefaultBOSettingsEL(x0, iters, settings);
%settings = getDefaultBOSettingsLCB_ABO(x0, iters, settings);
settings = getDefaultBOSettingsLCB(x0, iters, settings);
%settings = getDefaultBOSettingsMinMean_ABO(x0, iters, settings);
%settings = getDefaultBOSettingsMinMean(x0, iters, settings);
settings.acq_opt_mode = 9;
settings.acq_opt_mode_nres = 5;
settings.tolX = eps;
settings.tolObjFunc = eps;
settings.acq_bounds_set = 1;
settings.acq_lb = lb;
settings.acq_ub = ub;
settings.acq_lb_ = lb_;
settings.acq_ub_ = ub_;
settings.true_func = @(x) rastr(x);
settings.true_func_bulk = @(x) rastr_bulk(x);
settings.streamlined = 0;
settings.closePointsMax = 0;
settings.animateBO = 0;
settings.animatePerformance = 0;
settings.finalStepMinfunc = 0; % perform minfunc after using a global method
settings.mcmc = 0;
settings.standardized = 0;
settings.abo = 1;
%settings.nit = -500;
settings.streamlined = 0;
settings.optimiseForTime = 0;
settings.burnInIterations = 5;
settings.num_grid_points = 1500;
% flexible acquisition
settings.flex_acq = 0;
% get proposals from latin hypercube
% num_points = 10;
% dim = settings.dimensionality;
% xs = getInitialInputFunctionData(num_points,dim,lb,ub);
% settings.xs = xs;
%------------------------ Perform Bayesian Optimization ----------------------
[xopt, fopt, m_] = doBayesOpt(settings);
%------------------------ Post Execution Visuals -----------------------------
allX = m_.allX;
allY = m_.allX;
original_xt = m_.original_xt;
original_yt = m_.original_yt;
traceX = m_.traceX;
traceFunc = m_.traceFunc;
traceFopt_true = m_.traceFopt_true;
timeLengthscales = m_.timeLengthscales;
dists = m_.distanceToFOpt;
iters = m_.iterations;