feat: add Gaussian Process sampler with Expected Improvement

Implement a classical Bayesian optimization sampler using a GP surrogate
with Matérn 5/2 kernel and Expected Improvement acquisition function.
Feature-gated behind `gp = ["dep:nalgebra"]`.
This commit is contained in:
Manuel Raimann
2026-02-11 21:27:40 +01:00
parent b3bf4ccb71
commit 947701e83f
5 changed files with 1112 additions and 0 deletions
+2
View File
@@ -3,6 +3,8 @@
pub mod bohb;
#[cfg(feature = "cma-es")]
pub mod cma_es;
#[cfg(feature = "gp")]
pub mod gp;
pub mod grid;
pub mod motpe;
pub mod nsga2;