Are there Python packages for recent Bayesian optimization methods?

1

I want to try and compare different optimization methods in some datasets. I know that in scikit-learn there are some corresponding functions for the grid and random search optimizations. However, I also need a package (or multiple ones) for different recent Bayesian optimization methods.

Are there any good and stable ones to use? Which packages do you recommend? (If any recent for grid/random search, it is also okay.)

Enes Altuncu

Posted 2019-03-01T21:30:38.590

Reputation: 155

Answers

1

Apart from the Scikit-Optimize package related to Scikit-Learn, following are some of the packages related to Bayesian optimization:

  1. GPyOpt
  2. pyGPGO
  3. Hyperopt
  4. bayesian-optimization
  5. safeopt
  6. RoBO

programmer

Posted 2019-03-01T21:30:38.590

Reputation: 136

Do these implement the same Bayesian optimization or different BO methods? – Enes Altuncu – 2019-03-03T13:48:40.023

@EnesAltuncu each library implements a different set of algorithms. For better idea, maybe check the corresponding link above – programmer – 2019-03-03T14:12:07.750