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A fully Bayesian implementation of sequential model-based optimization

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Bumps [mistune](https://github.com/lepture/mistune) from 0.8.4 to 2.0.3. Release notes Sourced from mistune's releases. Version 2.0.2 Fix escape_url via lepture/mistune#295 Version 2.0.1 Fix XSS for image link syntax. Version 2.0.0 First release...

dependencies

Bumps [pillow](https://github.com/python-pillow/Pillow) from 9.1.0 to 9.1.1. Release notes Sourced from pillow's releases. 9.1.1 This release addresses several security problems. CVE-2022-30595: When reading a TGA file with RLE packets that cross...

dependencies

The [zeus library](https://zeus-mcmc.readthedocs.io/en/latest/index.html) is a recent black-box MCMC library, which looks like it can be a drop-in replacement for emcee. If it results in either (1) faster performance or (2)...

enhancement

Currently, the library uses scikit-optimize/sklearn as a backend to do Gaussian process computations. These implementations are easy to use and served the library well so far. A big problem is...

enhancement
Priority: Medium

In the current implementation, we sample the hyperparameters of the Gaussian process and average across those samples. The training data is fixed. In [BoTorch](https://github.com/pytorch/botorch), the hyperparameters are fixed and the...

enhancement
Priority: Medium

https://github.com/kiudee/bayes-skopt/blob/1f77d519c9425158b5b1be99e5e925c6af0b3782/bask/acquisition.py#L215-L257

enhancement

To make the library more accessible, all the publicly facing methods should be properly documented. In addition example Jupyter notebooks could be beneficial to illustrate how the library is to...

Priority: Medium
Maintenance

Computation of acquisition functions only on sampled points is problematic in high-dimensional spaces, where the distance to the true optimum (of the acquisition function) will be large on average.

enhancement
Priority: Low

It is possible for users to change the acquisition function manually during an optimization run. Example: ```python from bask import Optimizer from bask.acquisition import PVRS opt = Optimizer(...) opt.acq_func =...

enhancement
Priority: Low

The computation of `tell` can become quite slow when the number of observations grow. Since we optimize slow black-box functions, it would be useful to have a `tell_async` method which...

enhancement
Priority: Medium