Note that this saves to file on every iteration, so you might want to replace saveToFile with a custom function that saves occasionally, for performance reason.
The relevant docs are available here, resume and bayesopt.
John Williams answered . 2024-05-18 07:43:05
x1 = optimizableVariable('x1',[-5,5]);
x2 = optimizableVariable('x2',[-5,5]);
fun = @rosenbrocks;
if exist('BayesoptResults.mat','file')
load('BayesoptResults.mat');
results = resume(BayesoptResults,...
'SaveFileName', 'BayesoptResults.mat', ...
'OutputFcn',{@saveToFile});
else
results = bayesopt(fun, [x1, x2],'AcquisitionFunctionName',...
'expected-improvement-plus', ...
'SaveFileName', 'BayesoptResults.mat', ...
'OutputFcn',{@saveToFile});
end
function f = rosenbrocks(x)
f = 100*(x.x2 - x.x1^2)^2 + (1 - x.x1)^2;
end
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