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HIPS / Spearmint

Spearmint Bayesian optimization codebase
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MPES and ParEGO? #47

Open CarrKnight opened 9 years ago

CarrKnight commented 9 years ago

Hello!

I just landed on this repository by following the link provided on "Predictive Entropy Search for Multi-objective Bayesian Optimization" (here). The paper, very cool by the way, links directly to this spearmint repository and mentions that both MPES and ParEGO were implemented in it.

I just can't find any reference to these acquisition functions in the code. Am I looking at the wrong branch?

Thank you!

JasperSnoek commented 9 years ago

Hi @CarrKnight, I think these are implemented in this branch: https://github.com/HIPS/Spearmint/tree/PESC

Hope that helps!

CarrKnight commented 8 years ago

Thanks!

Played a bit with it, unfortunately the parser of the PESC branch refuses multiple objective functions (although it takes multiple constraints, which is nice).

Am I missing something?

JasperSnoek commented 8 years ago

I think you're correct that it takes multiple constraints but not multiple objective functions. It is quite challenging to handle multi-objective functions in their full generality (and I don't think that was part of the PESC paper).

Jasper

On Mon, Nov 30, 2015 at 6:50 AM, Ernesto Carrella notifications@github.com wrote:

Thanks!

Played a bit with it, unfortunately the parser of the PESC branch refuses multiple objective functions (although it takes multiple constraints, which is nice).

Am I missing something?

— Reply to this email directly or view it on GitHub https://github.com/HIPS/Spearmint/issues/47#issuecomment-160608722.