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The Acquisition Function

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Bayesian Optimization and Data Science

Part of the book series: SpringerBriefs in Optimization ((BRIEFSOPTI))

Abstract

The acquisition function is the mechanism to implement the trade-off between exploration and exploitation in BO. More precisely, any acquisition function aims to guide the search of the optimum towards points with potential low values of objective function either because the prediction of \(f\left( x \right)\), based on the probabilistic surrogate model, is low or the uncertainty, also based on the same model, is high (or both).

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Authors and Affiliations

  1. Department of Computer Science, Systems and Communications, University of Milano-Bicocca, Milan, Italy

    Francesco Archetti & Antonio Candelieri

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  1. Francesco Archetti
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  2. Antonio Candelieri
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Correspondence to Francesco Archetti .

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Archetti, F., Candelieri, A. (2019). The Acquisition Function. In: Bayesian Optimization and Data Science . SpringerBriefs in Optimization. Springer, Cham. https://doi.org/10.1007/978-3-030-24494-1_4

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