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Vignette update
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Vignette update
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mingdeyu committed Dec 13, 2024
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6 changes: 3 additions & 3 deletions vignettes/bayes_opt.Rmd
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Expand Up @@ -63,7 +63,7 @@ ggplot(dat, aes(x1, x2, fill = f)) + geom_tile() +

![](https://raw.githubusercontent.com/mingdeyu/dgpsi-R/master/vignettes/images/shubert.png){width=100%}

From the figure above, we can observe that the Shubert function has several local minima and two global minima located at $(0.1437, 0.2999)$ and $(0.2999, 0.1437)$, both with values around $-186.7309$. In the remainder of this vignette, we will use Expected Improvement (EI) as the acquisition function to identify the global minima.
From the figure above, we can observe that the Shubert function has several local minima and two global minima located at (0.1437, 0.2999) and (0.2999, 0.1437), both with values around -186.7309. In the remainder of this vignette, we will use Expected Improvement (EI) as the acquisition function to identify the global minima.

## Initial emulator construction

Expand Down Expand Up @@ -206,7 +206,7 @@ m <- design(m, N = 80, limits = lim, f = shubert, method = ei, eval = opt_monito
## * Metric: -186.728582
```

During the Bayesian optimization, our dynamic pruning mechanism transitioned the DGP emulator to a GP emulator at iteration 6, leading to faster optimizations in the remaining iterations while maintaining the emulator's quality. After 80 iterations, we identified a minimum of the Shubert function with a value of $-186.7286$, which is very close to the global minimum of $-186.7309$. We can inspect the progress of the minima search conducted by `design()` by applying `draw()` to `m`:
During the Bayesian optimization, our dynamic pruning mechanism transitioned the DGP emulator to a GP emulator at iteration 6, leading to faster optimizations in the remaining iterations while maintaining the emulator's quality. After 80 iterations, we identified a minimum of the Shubert function with a value of -186.7286, which is very close to the global minimum of -186.7309. We can inspect the progress of the minima search conducted by `design()` by applying `draw()` to `m`:

```{r}
draw(m) +
Expand All @@ -227,7 +227,7 @@ draw(m) +

![](https://raw.githubusercontent.com/mingdeyu/dgpsi-R/master/vignettes/images/bo_tracker.png){width=100%}

The figure above shows that Bayesian optimization using our (D)GP emulator quickly identifies a low value of the Shubert function within 5 iterations. Notably, the lowest value, $-186.7286$, was achieved by `design()` after 48 iterations.
The figure above shows that Bayesian optimization using our (D)GP emulator quickly identifies a low value of the Shubert function within 5 iterations. Notably, the lowest value, -186.7286, was achieved by `design()` after 48 iterations.

We can also inspect the locations identified during the process by applying `draw()` to `m` with `type = 'design'`:

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3 changes: 2 additions & 1 deletion vignettes/references.bib
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Expand Up @@ -30,5 +30,6 @@ @misc{surjanovic
author = {Surjanovic, Simon and Bingham, Derek},
title = {Virtual Library of Simulation Experiments: Test Functions and Datasets},
howpublished = {\url{https://www.sfu.ca/~ssurjano/index.html}},
note = {Accessed: 13 December, 2024}
note = {Accessed: 13 December, 2024},
year = {2013}
}

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