Bachelor Thesis, 2014, ETHZ
This repository contains implementations of the Expected Improvement and the Gaussian Process Upper Confidence Bound algorithm in MATLAB, which are part of my Bachelor thesis.
For a documentation of the code, please read Chapter 5 of my thesis here. A complete version of my thesis can be found on my website.
To run the simulations, you need a recent version of MATLAB, including both the Optimization Toolbox and the Statistics Toolbox. The file simulation.m is a template showing how to run the algorithms on specific functions. The template is self-explaining and well commented. For details, please take a look at EI.m and GPUCB.m. Each function is commented and has a header which explains the parameters.