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| 5 | + <title>BayesOpt by rmcantin</title> |
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| 13 | + <section class="page-header"> |
| 14 | + <h1 class="project-name">BayesOpt</h1> |
| 15 | + <h2 class="project-tagline">BayesOpt: A toolbox for bayesian optimization, experimental design and stochastic bandits.</h2> |
| 16 | + <a href="https://github.com/rmcantin/bayesopt" class="btn">View on GitHub</a> |
| 17 | + <a href="https://github.com/rmcantin/bayesopt/zipball/master" class="btn">Download .zip</a> |
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| 19 | + </section> |
| 20 | + |
| 21 | + <section class="main-content"> |
| 22 | + <h1> |
| 23 | +<a id="bayesopt-a-bayesian-optimization-library" class="anchor" href="#bayesopt-a-bayesian-optimization-library" aria-hidden="true"><span class="octicon octicon-link"></span></a>BayesOpt: A Bayesian optimization library</h1> |
| 24 | + |
| 25 | +<p>BayesOpt is an efficient implementation of the Bayesian optimization |
| 26 | +methodology for nonlinear-optimization, experimental design, |
| 27 | +stochastic bandits and hyperparameter tunning. In the literature it is |
| 28 | +also called Sequential Kriging Optimization (SKO), Sequential |
| 29 | +Model-Based Optimization (SMBO) or Efficient Global Optimization |
| 30 | +(EGO).</p> |
| 31 | + |
| 32 | +<p>Bayesian optimization uses a distribution over functions to build a |
| 33 | +model of the unknown function for we are looking the extrema, and then |
| 34 | +apply some active learning strategy to select the query points that |
| 35 | +provides most potential interest or improvement. Thus, it is a |
| 36 | +sampling efficient method for nonlinear optimization, design of |
| 37 | +experiments or bandits-like problems.</p> |
| 38 | + |
| 39 | +<h2> |
| 40 | +<a id="getting-and-installing-bayesopt" class="anchor" href="#getting-and-installing-bayesopt" aria-hidden="true"><span class="octicon octicon-link"></span></a>Getting and installing BayesOpt</h2> |
| 41 | + |
| 42 | +<p>The library can be download from any of this sources:</p> |
| 43 | + |
| 44 | +<ul> |
| 45 | +<li>Download: <a href="https://bitbucket.org/rmcantin/bayesopt">https://bitbucket.org/rmcantin/bayesopt</a> |
| 46 | +</li> |
| 47 | +<li>Mirror: <a href="https://github.com/rmcantin/bayesopt">https://github.com/rmcantin/bayesopt</a> |
| 48 | +</li> |
| 49 | +<li>Mirror: <a href="http://mloss.org/software/view/453/">http://mloss.org/software/view/453/</a> |
| 50 | +</li> |
| 51 | +</ul> |
| 52 | + |
| 53 | +<p>You can also get the <em>cutting-edge</em> version from the repositories:</p> |
| 54 | + |
| 55 | +<pre><code>>> hg clone https://bitbucket.org/rmcantin/bayesopt |
| 56 | +</code></pre> |
| 57 | + |
| 58 | +<p>or the git mirror:</p> |
| 59 | + |
| 60 | +<pre><code>>> git clone https://github.com/rmcantin/bayesopt |
| 61 | +</code></pre> |
| 62 | + |
| 63 | +<p>The install guide and documentation for Windows, Linux and MacOS:</p> |
| 64 | + |
| 65 | +<ul> |
| 66 | +<li><a href="http://rmcantin.bitbucket.org/html/">Online docs</a></li> |
| 67 | +</ul> |
| 68 | + |
| 69 | +<h2> |
| 70 | +<a id="using-bayesopt-for-academic-or-commercial-purposes" class="anchor" href="#using-bayesopt-for-academic-or-commercial-purposes" aria-hidden="true"><span class="octicon octicon-link"></span></a>Using BayesOpt for academic or commercial purposes</h2> |
| 71 | + |
| 72 | +<p>BayesOpt is licensed under the GPL and it is free to use. However, |
| 73 | +please consider these recomentations when using BayesOpt:</p> |
| 74 | + |
| 75 | +<ul> |
| 76 | +<li>If you use BayesOpt in a work that leads to a <strong>scientific |
| 77 | +publication</strong>, we would appreciate it if you would kindly cite BayesOpt |
| 78 | +in your manuscript. Cite BayesOpt as:</li> |
| 79 | +</ul> |
| 80 | + |
| 81 | +<blockquote> |
| 82 | +<p>Ruben Martinez-Cantin, <strong>BayesOpt: A Bayesian Optimization |
| 83 | +Library for Nonlinear Optimization, Experimental Design and |
| 84 | +Bandits</strong>. Journal of Machine Learning Research, 15(Nov):3735--3739, 2014.</p> |
| 85 | +</blockquote> |
| 86 | + |
| 87 | +<p>The paper can be found at <a href="http://jmlr.org/papers/v15/martinezcantin14a.html">http://jmlr.org/papers/v15/martinezcantin14a.html</a> |
| 88 | +In addition, if you <strong>use a specific algorithm</strong> (REMBO, GP-Hedge, |
| 89 | +etc.), please also cite the corresponding work. The reference for each |
| 90 | +specific algorithm can be found in the documentation.</p> |
| 91 | + |
| 92 | +<ul> |
| 93 | +<li>Commercial applications may also adquire a <strong>commercial license</strong> or ask for consulting support. Please |
| 94 | +contact <a href="mailto:rmcantin@unizar.es">rmcantin@unizar.es</a> for details.</li> |
| 95 | +</ul> |
| 96 | + |
| 97 | +<h2> |
| 98 | +<a id="getting-involved" class="anchor" href="#getting-involved" aria-hidden="true"><span class="octicon octicon-link"></span></a>Getting involved</h2> |
| 99 | + |
| 100 | +<p>The best place to ask questions and discuss about BayesOpt is the |
| 101 | +<a href="https://groups.google.com/forum/#!forum/bayesopt-discussion">bayesopt-discussion mailing |
| 102 | +list</a>. Alternatively, |
| 103 | +you may directly contact Ruben Martinez-Cantin <a href="mailto:rmcantin@unizar.es">rmcantin@unizar.es</a>.</p> |
| 104 | + |
| 105 | +<p>Please file bug reports or suggestions at: </p> |
| 106 | + |
| 107 | +<ul> |
| 108 | +<li> |
| 109 | +<a href="https://bitbucket.org/rmcantin/bayesopt/issues">https://bitbucket.org/rmcantin/bayesopt/issues</a> or</li> |
| 110 | +<li><a href="https://github.com/rmcantin/bayesopt/issues">https://github.com/rmcantin/bayesopt/issues</a></li> |
| 111 | +</ul> |
| 112 | + |
| 113 | +<hr> |
| 114 | + |
| 115 | +<p>Copyright (C) 2011-2015 Ruben Martinez-Cantin <a href="mailto:rmcantin@unizar.es">rmcantin@unizar.es</a></p> |
| 116 | + |
| 117 | +<p>BayesOpt is free software: you can redistribute it and/or modify it |
| 118 | +under the terms of the GNU General Public License as published by the |
| 119 | +Free Software Foundation, either version 3 of the License, or (at your |
| 120 | +option) any later version.</p> |
| 121 | + |
| 122 | +<p>BayesOpt is distributed in the hope that it will be useful, but |
| 123 | +WITHOUT ANY WARRANTY; without even the implied warranty of |
| 124 | +MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
| 125 | +General Public License for more details.</p> |
| 126 | + |
| 127 | +<p>You should have received a copy of the GNU General Public License |
| 128 | +along with BayesOpt. If not, see <a href="http://www.gnu.org/licenses/">http://www.gnu.org/licenses/</a>.</p> |
| 129 | + |
| 130 | +<hr> |
| 131 | + |
| 132 | + <footer class="site-footer"> |
| 133 | + <span class="site-footer-owner"><a href="https://github.com/rmcantin/bayesopt">BayesOpt</a> is maintained by <a href="https://github.com/rmcantin">rmcantin</a>.</span> |
| 134 | + |
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