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

Gaussian processesefficient global optimizationsequential experimental designBayesian optimizationsequential model-based optimization

Mathematics Subject Classification ID

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) Software, source code, etc. for problems pertaining to computer science (68-04)

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Cited in

(17)

• SMAC3: a versatile Bayesian optimization package for hyperparameter optimization
• A Fast and Scalable Computational Framework for Large-Scale High-Dimensional Bayesian Optimal Experimental Design
• Practical Bayesian support vector regression for financial time series prediction and market condition change detection
• FEM based robust design optimization with Agros and Ārtap
• Model-based capacitated clustering with posterior regularization
• Bayesian optimization and data science
• Bayesian optimization
• OpenBox: a Python toolkit for generalized black-box optimization
• Computationally efficient integrated design and predictive control of flexible energy systems using multi‐fidelity simulation‐based Bayesian optimization
• A derivative-free approach to mixed integer constrained multiobjective nonsmooth black-box optimization
• Bayes approach to solving T.E.A.M. benchmark problems 22 and 25 and its comparison with other optimization techniques
• scientific article; zbMATH DE number 7370521 (Why is no real title available?)
• Korali: efficient and scalable software framework for Bayesian uncertainty quantification and stochastic optimization
• Large-scale Bayesian optimal experimental design with derivative-informed projected neural network
• (Global) optimization: historical notes and recent developments
• \texttt{SHARK}
• scientific article; zbMATH DE number 7164723 (Why is no real title available?)

Describes a project that uses

Uses Software

• GPML
• BayesOpt
• Octave
• Matlab

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