GPyOpt

Gaussian process optimization using GPy. Performs global optimization with different acquisition functions. Among other functionalities, it is possible to use GPyOpt to optimize physical experiments (sequentially or in batches) and tune the parameters of Machine Learning algorithms. It is able to handle large data sets via sparse Gaussian process models.

Citation

@Misc{gpyopt2016,
author = {The GPyOpt authors},
title = {{GPyOpt}: A Bayesian Optimization framework in python},
howpublished = {\url{http://github.com/SheffieldML/GPyOpt}},
year = {2016}
}

Getting started

Installing with pip

The simplest way to install GPyOpt is using pip. ubuntu users can do:

sudo apt-get install python-pip
pip install gpyopt

If you'd like to install from source, or want to contribute to the project (e.g. by sending pull requests via github), read on. Clone the repository in GitHub and add it to your $PYTHONPATH.

git clone https://github.com/SheffieldML/GPyOpt.git
cd GPyOpt
python setup.py develop

Dependencies:

GPy
paramz
numpy
scipy
matplotlib
DIRECT (optional)
cma (optional)
pyDOE (optional)
sobol_seq (optional)

You can install dependencies by running:

pip install -r requirements.txt

Funding Acknowledgements