BayesOpt: a Bayesian optimization library for nonlinear optimization, experimental design and bandits

MaRDI QIDQ5249593zbMATH OpenFDO

Authors Ruben Martinez-Cantin

Publication date 6 May 2015

Full work available at URL https://arxiv.org/abs/1405.7430, http://jmlr.csail.mit.edu/papers/v15/martinezcantin14a.html

zbMATH Keywords

Bayesian optimizationefficient global optimizationGaussian processessequential experimental designsequential model-based optimization

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to computer science (68-04) Learning and adaptive systems in artificial intelligence (68T05) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Approximation methods and heuristics in mathematical programming (90C59)

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Cited in

(17)

• Korali: efficient and scalable software framework for Bayesian uncertainty quantification and stochastic optimization
• FEM based robust design optimization with Agros and Ārtap
• Bayes approach to solving T.E.A.M. benchmark problems 22 and 25 and its comparison with other optimization techniques
• \texttt{SHARK}
• Practical Bayesian support vector regression for financial time series prediction and market condition change detection
• An empirical study of Bayesian optimization: acquisition versus partition
• SMAC3: a versatile Bayesian optimization package for hyperparameter optimization
• Bayesian optimization
• scientific article; zbMATH DE number 7164723 (Why is no real title available?)
• Bayesian optimization and data science
• Computationally efficient integrated design and predictive control of flexible energy systems using multi‐fidelity simulation‐based Bayesian optimization
• A Fast and Scalable Computational Framework for Large-Scale High-Dimensional Bayesian Optimal Experimental Design
• (Global) optimization: historical notes and recent developments
• Large-scale Bayesian optimal experimental design with derivative-informed projected neural network
• OpenBox: a Python toolkit for generalized black-box optimization
• A derivative-free approach to mixed integer constrained multiobjective nonsmooth black-box optimization
• Model-based capacitated clustering with posterior regularization

Describes a project that uses

Uses Software

• BayesOpt
• Octave
• GPML
• Matlab

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