Bayesian optimisation

How to find the best parameters of any algorithm.

Notebooks

Follow along with these notebooks:

1. scipy.optimize for the win
2. Bayesian optimisation
3. Acquisition functions
4. Regression with errorbars
5. Bayesian beer

Setup

You will need the following python libraries: scikit-learn, jupyter, matplotlib, scikit-optimize* and their dependencies.

To install scikit-optimize use:

$ pip install https://github.com/scikit-optimize/scikit-optimize/archive/1677188ee6de3365f7925de780dd2f31e5e34ee4.zip

This will install a particular snapshot of the library that is known to work. You can probably use pip install scikit-learn as well.