Minimization objective

The objective is to minimize a target variable.

name (str)

The name of the objective.

Default: 'objective'

variable (str)

The name of a single-output variable that specifies the objective value.

Default: The first variable in the list of all variables.

strategy (str)

Minimization strategy of the acquisition. The choices are expected improvement (EI), lower confidence bound (LCB), and probability of improvement (PoI).

Default: 'EI' Choices: 'EI', 'LCB', 'PoI'.

localize (bool)

If true, a local search is performed, i.e. samples are not drawn in regions with large uncertainty.

Default: False

min_val (float)

The minimization of the objective is stopped when the observed objective value is below the specified minimum value.

Default: -inf

min_PoI (float)

The study is stopped if the maximum probability of improvement (PoI) of the last 5 iterations is below min_PoI.

Default: 1e-16

min_uncertainty (float)

The study is stopped if the uncertainty (square root of variance) of the objective at the last 5 sampling points was below min_uncertainty.

Default: 0.0

min_acq_val (float)

The study is stopped if the maximum acquisition value (usually expected improvement) of the last 5 iterations is below min_acq_val.

Default: 1e-16