贝叶斯优化

% 定义目标函数
function y = objectiveFcn(x)
    y = (1 - x.x1)^2 + 100 * (x.x2 - x.x1^2)^2;
end

% 定义优化变量
vars = [optimizableVariable('x1', [-2, 2])
        optimizableVariable('x2', [-2, 2])];

% 执行贝叶斯优化
results = bayesopt(@objectiveFcn, vars, ...
                   'AcquisitionFunctionName', 'expected-improvement-plus', ...
                   'MaxObjectiveEvaluations', 30, ...
                   'IsObjectiveDeterministic', true, ...
                   'Verbose', 1);

% 查看结果
bestPoint = results.XAtMinObjective;
bestObjective = results.MinObjective;

fprintf('最优解 x1: %.4f, x2: %.4f\n', bestPoint.x1, bestPoint.x2);
fprintf('最优目标值: %.4f\n', bestObjective);