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Related Questions
- How does the Gaussian Process (GP) component influence the PI acquisition function in Bayesian optimization?
- Can you explain why the Expected Improvement (EI) metric is often chosen over other PI acquisition function variants?
- Under what scenarios is the Uncertainty Sampling (US) acquisition function more suitable compared to PI in Bayesian optimization?
- How is the PI acquisition function implemented in popular Bayesian optimization software libraries like Optuna?
- Can you give an example of a noisy objective function where PI significantly outperforms other Bayesian optimization methods?
- How does the choice of PI's hyperparameters such as noise scale and width impact the overall performance?
- Are there use cases where other acquisition functions like the Lower Confidence bound (LCB) and Upper Confidence bound (UCB) perform better with PI as a baseline compared to using it directly with the PI acquisition function
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