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.