基于Gaussian process及Expected Improvement的Bayesian Optimization

1.贝叶斯优化主要过程小结

2.高斯过程fit及通过acquisition function寻找下一个观测点示意

下图来自GitHub josejimenezluna/pyGPGO。此代码在学习过程中帮助很大，感谢。

参考文献

[1] A Tutorial on Bayesian Optimization
[2] A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning
[3] http://adrai.github.io/flowchart.js/
[4] Gaussian Processes for Machine Learning
[5] https://github.com/fmfn/BayesianOptimization