LilyEvansHogwarts / pyMACE

Python implementation of the MACE Bayesian optimization algorithm, with GPy used as the backend GP library

README

About

The origin MACE algorithm, re-implemented in python

• MCMC hyperparameter integration
• Matern52 kernel

Dependencies

• GPy for the GP regression
• toml for config file
• Platypus for multi-objective optimization

TODO

• Improve the interface
• Combine MACE with other parallel strategy like kriging believer or local penalization