[New Algorithm] Bayesian optimization

yuki-koyama / mathtoolbox

Mathematical tools (interpolation, dimensionality reduction, optimization, etc.) written in C++11 with Eigen

https://yuki-koyama.github.io/mathtoolbox/

MIT License

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Closed yuki-koyama closed 4 years ago

yuki-koyama commented 6 years ago

Now, this library has GPR. This means that we can easily implement Bayesian optimization techniques based on it.

Reference:

yuki-koyama commented 4 years ago

PR #55 added this feature.