Stars
Sample-Efficient Bayesian Optimization with Transfer Learning for Heterogeneous Search Spaces
Optimizing Value-at-Risk and Conditional Value-at-Risk of Black Box Functions with Lacing Values (LV)
A set of real-world multi-objective optimization problems
A highly efficient implementation of Gaussian Processes in PyTorch
[Prototype] Tools for the concurrent manipulation of variably sized Tensors.
A Python-based toolbox of various methods in decision making, uncertainty quantification and statistical emulation: multi-fidelity, experimental design, Bayesian optimisation, Bayesian quadrature, …
Quasi-Monte Carlo point generators, automatic transformations, and adaptive stopping criteria
Code for efficiently sampling functions from GP(flow) posteriors
Bayesian Optimization of Combinatorial Structures
Composable transformations of Python+NumPy programs: differentiate, vectorize, JIT to GPU/TPU, and more
A testbed of simulation-optimization problems and solvers