A minimal 1d demo for active area search, with contrast to expected improvements.
Instruction: run region_reward_1d.m ; the comparison is expected_reward_1d.m .
Misc: Self-inclusive; gif and pdf files will be overwritten.
Reproduction of the simulation experiment (Figure 3) in the paper, using a more generic matlab class object.
Instruction: run startup.m ; then run demo_10x10.m .
Misc: The demo data contains one draw from a Gaussian process; one can verify its validity by attempting to optimize the GP hyper-parameters which returns the same choice of parameters.
Ref: Yifei Ma, Roman Garnett, Jeff Schneider. Active Area Search via Bayesian Quadrature. AISTATS 2014.