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Bayesian Optimization

Python implementation of Budgeted Batch Bayesian Optimization (B3O) with Gaussian Processes.

Installation

Dependencies

  • Numpy
  • Scipy
  • Scikit-learn
  • keras (to run experiment with deep learning)
  • nlopt (optional)

Usage:

  • Check the ipynb folder for the demo using iPython notebook
  • Run the experiments using our approaches and the baselines in run_batch folder.

Contact:

Dr Vu Nguyen, vu@ieee.org

Reference:

Vu Nguyen, Santu Rana, Sunil Gupta, Cheng Li, and Svetha Venkatesh. "Budgeted batch bayesian optimization." In IEEE 16th International Conference on Data Mining (ICDM), pp. 1107-1112, 2016.

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Released code for ICDM 2016 Budgeted Batch Bayesian Optimization

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