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

MaRDI QIDQ5249593zbMATHFDO

Authors Ruben Martinez-Cantin

Publication date 6 May 2015

Full work available at URL https://arxiv.org/abs/1405.7430

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

(15)

• Large-scale Bayesian optimal experimental design with derivative-informed projected neural network
• FEM based robust design optimization with Agros and Ārtap
• Practical Bayesian support vector regression for financial time series prediction and market condition change detection
• (Global) optimization: historical notes and recent developments
• OpenBox: a Python toolkit for generalized 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 7164723 (Why is no real title available?)
• 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
• Bayesian optimization and data science
• Model-based capacitated clustering with posterior regularization
• Korali: efficient and scalable software framework for Bayesian uncertainty quantification and stochastic optimization
• Bayesian optimization
• scientific article; zbMATH DE number 7370521 (Why is no real title available?)
• \texttt{SHARK}

Describes a project that uses

Uses Software

• Matlab
• Octave
• BayesOpt
• GPML

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