How to get uncertainty estimates from bayesopt function

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Alexandre Guarino
Alexandre Guarino on 22 Jan 2022
Dear all,
I've been searching online how to obtain the uncertainty of the optimum values using bayesian optimization function (bayesopt) from the Global Optimization Toolbox.
This question has already been asked by Cormac Hyland in 01/28/2021, but since I don't have that much knowlegde on Gaussian Processes or even the weeds of Bayesian Optimization, does anyone have some more detailed information on how to obtain such uncertainties.
I'll be very happy if anyone can help me on that.
Warm regards,
Alexandre.

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