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wsxbjx / ADMMBO

An implementation of "ADMMBO, An ADMM Framework for Bayesian Optimization with Unknown Constraints''

Home Page:https://bayesopt.github.io/papers/2017/30.pdf

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ADMMBO

This package is an implementation of "ADMMBO, An ADMM Framework for Bayesian Optimization with Unknown Constraints'', to appear in the Journal of Machine Learning Research (JMLR), special issue on Bayesian Optimization.

This package uses the Gaussian process library gpml and Bayesian optimization library bayesopt. The current implementation is in MATLAB and a Python version will be added in future.

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An implementation of "ADMMBO, An ADMM Framework for Bayesian Optimization with Unknown Constraints''

https://bayesopt.github.io/papers/2017/30.pdf

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