kiudee/bayes-skopt

Implement probability of optimality

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Is your feature request related to a problem? Please describe.
Currently, it is hard to gauge, how good the optimum is which has been found so far.
This makes it hard to decide when to terminate an optimization run.

Describe the solution you'd like
A method Optimizer.probability_of_optimality(epsilon) should be implemented.
It will output the probability that the current optimum is optimal with a tolerance of ε.