Does this tool support BO with constrains?

josejimenezluna / pyGPGO

Bayesian optimization for Python

http://pygpgo.readthedocs.io

MIT License

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Does this tool support BO with constrains? #25

Closed xunzhang closed 3 years ago

xunzhang commented 4 years ago

Have you implemented the idea from "Bayesian Optimization with Inequality Constraints" in current acquisition function? Thanks.

josejimenezluna commented 4 years ago

Hello @xunzhang -- constrained optimization routines are not currently implemented in the library. I am happy to receive a PR with such functionality.

sgbaird commented 3 years ago

Maybe check out Ax (not affiliated) if you need inequality constraints (I came here seeing if pyGPGO could handle equality constraints).