This repository contains some basic code for Bayesian optimization
Install dependencies
- Install nlopt for your Python version.
- Install dependencies with pip:
[sudo] pip[3] install -r requirements.txt(requirements.txt can be found in the repository) - (Optional:) install BOLeRo
Install bayesian_optimization
git clone https://github.com/rock-learning/bayesian_optimization.git
cd bayesian_optimization
sudo python setup.py install
Some usage examples are contained in the folder "examples". To reproduce the results from the ICML 2016 paper "Minimum Regret Search for Single- and Multi-Task Optimization", please execute the jupyter notebook "examples/mrs_evaluation.ipynb."
The directory bolero_bayes_opt contains modules which can be used with the external package BOLeRO, which is not yet open source and can thus be ignored for the moment.