Prior Object

A prior belief distribution of a Parameter. By default, SigOpt assumes the parameter to be uniformly distributed. SigOpt allows users to specify the following distributions on double parameters. Refer to the Prior Beliefs documentation for more information.

Beta Prior

SigOpt implements the generalized Beta distribution, which normalizes the Beta distribution to the parameter bounds.

Normal Prior

SigOpt implements the truncated Normal distribution, which truncates the Normal distribution to the parameter bounds.

Fields

Key	Type	Value
mean	float	Only supported for normal prior. Mean of the truncated Normal distribution.
name	string	The name of the prior distribution. Currently only supports beta and normal priors.
scale	float	Only supported for normal prior. Standard deviation of the truncated Normal distribution.
shape_a	float	Only supported for beta prior. Shape parameter α of the Beta distribution.
shape_b	float	Only supported for beta prior. Shape parameter β of the Beta distribution.

Examples

Beta Prior

{
  "name": "beta",
  "object": "beta_prior",
  "shape_a": 2,
  "shape_b": 4.5
}

Normal Prior

{
  "name": "normal",
  "object": "normal_prior",
  "mean": 0.5,
  "scale": 1.2
}