bayes-skopt
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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>
__ orPredictive 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