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A fully Bayesian implementation of sequential model-based optimization

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=========== Bayes-skopt

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A fully Bayesian implementation of sequential model-based optimization

  • Free software: Apache Software License 2.0
  • Documentation: https://bayes-skopt.readthedocs.io.
  • Built on top of the excellent Scikit-Optimize (skopt) <https://github.com/scikit-optimize/scikit-optimize>__.

Features

  • A fully Bayesian variant of the GaussianProcessRegressor.
  • State of the art information-theoretic acquisition functions, such as the Max-value entropy search <https://arxiv.org/abs/1703.01968>__ or Predictive variance reduction search <https://bayesopt.github.io/papers/2017/13.pdf>__, for even faster convergence in simple regret.
  • Familiar Optimizer interface known from Scikit-Optimize.

Installation

To install the latest stable release it is best to install the version on PyPI::

pip install bask

The latest development version of Bayes-skopt can be installed from Github as follows::

pip install git+https://github.com/kiudee/bayes-skopt

Another option is to clone the repository and install Bayes-skopt using::

poetry install

Credits

This package was created with Cookiecutter_ and the audreyr/cookiecutter-pypackage_ project template.

.. _Cookiecutter: https://github.com/audreyr/cookiecutter .. _audreyr/cookiecutter-pypackage: https://github.com/audreyr/cookiecutter-pypackage