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MiniBayesOpt

Mini Bayesian Optimization package at ACML2020 Tutorial on Bayesian Optimization

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Python environment

To create the working environment, please use

conda env create -f environment.yml

Demo and Visualization in 1d and 2d

demo_1dimension_BO.ipynb

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demo_2dimension_BO.ipynb

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Demo and Visualization for batch BO

demo_batch_BO.ipynb

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Customize your own black-box function

demo_customize_your_own_function.ipynb

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Dependencies

  • numpy >= 1.9.0
  • scipy >= 1.14.0
  • scikit-learn >= 0.16.1
  • tabulate >= 0.8.7
  • matplotlib>=3.1.0

Slides and Presentation

Visit http://vu-nguyen.org/BO_Part_1.pdf and http://vu-nguyen.org/BO_Part_2.pdf

Video

http://videolectures.net/acml2020_Nguyen20c/

Reference

Vu Nguyen.  "Tutorial on Recent Advances in Bayesian Optimization" Asian Conference on Machine Learning (ACML), 2020.