umbrellagong/gpsearch

Bayesian optimization and active learning with likelihood-weighted acquisition functions

gpsearch

Source code for Bayesian optimization and active learning with likelihood-weighted acquisition functions.

Installation

Execute pip install . from the master directory.

Notes

Beware of this issue if you are using the devel version of GPy. The acquisition functions available in gpsearch were implemented before this issue was fixed.

References

• Bayesian Optimization with Output-Weighted Importance Sampling
• Informative Path Planning for Anomaly Detection in Environment Exploration and Monitoring
• Output-Weighted Importance Sampling for Bayesian Experimental Design and Uncertainty Quantification