This repository contains code to run Constrained Bayesian Optimisation using the Expected Improvement acquisition function. I am using the code for an electrochemical project for which there are known constraints on the domain, such that the standard hypercube domain is undesirable.
This code was implemented using Python 3.7.6 and the following packages:
- numpy
- matplotlib
- tensorflow
- gpflowopt
If you use this code for your research, please cite or acknowledge the author (Penelope Jones, pj321@cam.ac.uk). Please feel free to contact me if you have any questions about this work.
I have based this work on the GPFlowOpt package (GPflowOpt: A Bayesian Optimization Library using TensorFlow, N. Knudde, J. van der Herten, T. Dhaene, I. Couckuyt, 2017).