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Support ensembles of acquisition functions #4

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kiudee opened this issue Jan 3, 2020 · 0 comments
Open

Support ensembles of acquisition functions #4

kiudee opened this issue Jan 3, 2020 · 0 comments
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@kiudee
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kiudee commented Jan 3, 2020

The library only supports passing one acquisition function right now.
To support ensembles (e. g. GP hedge) or schedules (e. g. first explore using Thompson sampling, then switch to MES/EI to exploit), it should be possible to pass arbitrary callback classes.
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