Surrogates
A surrogate model can make the optimization more efficient by building an approximate model of the problem that can be queried at a faster rate. The most promising points according to the surrogate model can then be evaluated at the actual problem. dmosopt implements various strategies listed below:
- gpr - GPR_Matern
- egp - EGP_Matern
- megp - MEGP_Matern
- mdgp - MDGP_Matern
- mdspp - MDSPP_Matern
- vgp - VGP_Matern
- svgp - SVGP_Matern
- spv - SPV_Matern
- siv - SIV_Matern
- crv - CRV_Matern
You may also point to your custom implementations by specifying a Python import path.