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Bayesian Optimization

Thompson Sampling (2D) - ScaleKernel(RBF) - GP fitted via MAP

About this demo

A live Bayesian optimization loop on 2D test functions. Each iteration: the GP model fits to all observations so far, the acquisition function (Thompson Sampling) identifies the most promising point, and a new trial is evaluated.

What you see:

Interactivity: Choose a test function from the dropdown, then click Iterate to step through the loop one trial at a time, or Auto to run continuously.

Click Iterate to step through, or Run All for animation
true function (Branin)
-- --
posterior mean
-- --
predictive std
0.00 --
LOO cross-validation
--
optimization trace
initial points BO points latest global minima
hover over posterior maps to inspect