Install dependencies.
$ pip install -r requirements.txt
Run the example script.
$ python3 example.py --num_dim=2 --num_parallels 10 --num_montecarlo 100 --num_speculative_iter 3 --max_gp_samples 100
@INPROCEEDINGS{ozaki-neldermead19,
author = {Y. Ozaki and S. Watanabe and M. Onishi},
title = {Accelerating the Nelder--Mead Method with Predictive Parallel Evaluation},
booktitle = {6th ICML Workshop on Automated Machine Learning},
year = {2019},
month = jun
}