Efficient Nonmyopic Bayesian Optimization

code for BINOCULARS and Multi-Step BO

• Shali Jiang, Henry Chai, Javier Gonzalez, Roman Garnett. BINOCULARS for Efficient, Nonmyopic Sequential Experimental Design, ICML 2020 (https://arxiv.org/pdf/1909.04568.pdf)

• Shali Jiang, Daniel R. Jiang, Maximilian Balandat, Brian Karrer, Jacob R. Gardner, Roman Garnett. Efficient Nonmyopic Bayesian Optimization via One-Shot Multi-Step Trees. NeurIPS 2020 (https://arxiv.org/pdf/2006.15779.pdf)

Install

Require Python3.7

pip install -e .

pip install DIRECT

Then go to enbo/ and follow enbo/README

This repo contains a copy of the BoTorch repo: https://github.com/pytorch/botorch, with some modifications.