EmuKit / emukit

A Python-based toolbox of various methods in decision making, uncertainty quantification and statistical emulation: multi-fidelity, experimental design, Bayesian optimisation, Bayesian quadrature, etc.
https://emukit.github.io/emukit/
Apache License 2.0
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Implement LogEI #456

Open apaleyes opened 1 year ago

apaleyes commented 1 year ago

This paper from people behind BoTorch suggests LogEI acquisition function that can be used as a stand-in replacement for EI, with the performance being equal or better: https://arxiv.org/abs/2310.20708

I feel this is ready to be implemented straight into the main Emukit library.