Bayesian Optimization

One of those things that probably everyone should use, but don't...

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📉 Best Visuals

Exploring Bayesian Optimization - Agnihotri & Batra (2020)

A great peer-reviewed blog-like paper that goes all over the fundamentals.

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Software

scikit-optimizer - Built on scikit-learn. Has a GP option for optimization.

GPflowOpt - Built on gpflow. Has a GP option for optimization.

Trieste - Built on gpflow from secondmind.

BoTorch - Built on GPyTorch and Ax. Has a GP option for optimization.