Procedures and installation instructions

Implemented procedures

Currently the following procedures are implemented in the high-dimensional-sampling package. Dependencies on external optimisation libraries are indicated as well. For ease of use we have included installation instructions for each of these libraries, but as these are instructions for third-party libraries, the most recent version of the instructions can be found on the linked documentation pages.

Note that dependencies are only necessary if you want to use that specific procedure (i.e. you don't need to install the dependencies for procedure A if you are going to use only procedure B).

Optimisation

optimisation.Ampgo

• openopt

  pip3 install openopt
  

optimisation.CMAOptimisation

• cma

  pip3 install cma
  

optimisation.GPyOpt

• GPyOpt

  pip3 install gpyopt
  

optimisation.ParticleFilter

No dependencies on external optimisation libraries, native implementation.

optimisation.Pygmo

• pygmo

  git clone https://github.com/esa/pagmo.git
  cd pagmo
  mkdir build
  cd build
  ccmake ../
  make
  sudo make install
  

optimisation.PyScannerBit

• pyscannerbit

  pip3 install pyscannerbit
  

• mpi4py

  pip3 install mpi4py
  

optimisation.RandomOptimisation

No dependencies on external optimisation libraries, native implementation.

optimisation.TuRBO

• turbo (Important: This is a different package than the one you would install with pip install turbo!)

  git clone https://github.com/uber-research/TuRBO.git
  cd TuRBO
  pip3 install .
  

Posterior sampling

posterior.RejectionSampling

No dependencies on external optimisation libraries, native implementation.