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Implement MES and PVRS acquisition functions. #1156
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Add MES and PVRS information theory based acquisition functions, based on the papers and implementations in bayes-skopt (bask). Extend the gp_hedge to include Max-value Entropy Search. Change optimizer selections to not use F-BFGS-B for the new functions without gradients.
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The implementations are based on the ones in bayes-skopt, the original author @kiudee has agreed to re-license the relevant code under BSD 3-Clause to ease merging here. |
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Add MES and PVRS information theory based acquisition functions, based on the papers and implementations in bayes-skopt (bask).
Extend the gp_hedge to include Max-value Entropy Search.
Change optimizer selections to not use F-BFGS-B for the new functions without gradients.