fmfn/BayesianOptimization
8,650 stele·1,604 fork-uri·Python·MIT·5 vizualizăribayesian-optimization.github.io/BayesianOptimization/index.html↗
BayesianOptimization
This is a Python scientific computing library for finding the global maximum of expensive black-box functions. It operates as a global optimization framework that identifies optimal input parameters within defined bounds to maximize a target output.
The library utilizes Gaussian process regression to predict function values and uncertainty, guiding the search for optimal parameters. It employs a surrogate-model optimization approach to approximate high-cost objective functions, reducing the total number of required evaluations.
The system manages the trade-off between exploration and exploitation through acquisition-function balancing and sequential design sampling. It provides capabilities for global optimization analysis, including the use of kernel-based covariance mapping and hyperparameter tuning workflows.
Features
- Expensive Function Optimization - Locates the highest value of high-cost functions by balancing exploration and exploitation using probabilistic models.
- Bayesian Optimization Libraries - A Python framework employing Bayesian sampling and probabilistic modeling to find global maxima of expensive functions.
- Gaussian Processes - Uses Gaussian processes to model target functions and quantify uncertainty across the search space.
- Surrogate Model Optimization - Approximates high-cost objective functions with a surrogate model to reduce the total number of required evaluations.
- Global Optimization Analysis - Searches for the maximum or minimum value of complex functions across a wide range of input variables.
- Global Optimization Frameworks - Implements a mathematical system for maximizing target outputs by balancing exploration and exploitation within defined bounds.
- Global Search Heuristics - Employs iterative sampling heuristics to identify the global maximum of expensive black-box functions.
- Numerical Parameter Optimization - Identifies the best combination of input parameters within defined bounds to maximize the target output.
- Kernel-Based Feature Mapping - Uses kernel-based mapping to define similarity between input points for Gaussian process predictions.
- Hyperparameter Tuning - Provides a workflow for optimizing model configurations to improve predictive accuracy without exhaustive searching.
- Search Strategy Optimization - Balances exploration and exploitation within the parameter search space using specialized acquisition functions.
- Acquisition Function Balancing - Implements mathematical formulas to balance exploration and exploitation during the search for optimal parameters.
- Scientific Computing - Provides algorithms for high-cost numerical optimization and surrogate modeling within the Python scientific computing ecosystem.
- Sequential Design Sampling - Determines subsequent evaluation points by maximizing an acquisition function based on the current model state.
- Automated Machine Learning - Python implementation of Bayesian global optimization.
- Hyperparameter Tuning - Global optimization library using Gaussian processes.
- Optimization - Global optimization using Gaussian processes.
