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7 changes: 2 additions & 5 deletions bayes_opt/bo/GP.py → bayes_opt/GP.py
Original file line number Diff line number Diff line change
Expand Up @@ -11,7 +11,7 @@

Fernando Nogueira
'''
# Python 2.7 users.

from __future__ import print_function
from __future__ import division

Expand All @@ -22,10 +22,7 @@
from scipy.optimize import minimize

from math import exp, fabs, sqrt, log, pi
from ..support.objects import covariance, sample_covariance, kernels, acquisition, print_info
#from help_functions import covariance, sample_covariance, kernels, acquisition, print_info


from support.objects import covariance, sample_covariance, kernels, acquisition, print_info



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18 changes: 18 additions & 0 deletions bayes_opt/README
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@@ -0,0 +1,18 @@
Working Python implementation of global optimization with gaussian processes.

—Under (constant) development! (See the wiki for more information.)

This is a constrained global optimization package built upon bayesian inference and gaussian process, that attempts to find the maximum value of an unknown function in as few iterations as possible. This technique is particularly suited for optimization of high cost functions, situations where the balance between exploration and exploitation is important.

This package was motivated by hyper-parameter optimization of machine leaning algorithms when performing cross validation. Some of the design choices were clearly made with this setting in mind and ultimately a out-of-the-box cross validation optimization object will be implemented (soon).

Disclaimer: This project is under active development, some of its functionalities and sintaxes are bound to change, sometimes dramatically. If you find a bug, or anything that needs correction, please let me know.

Basic dependencies are Scipy, Numpy. Examples dependencies also include matplotlib and sklearn.

References for this implementation can be found in:

http://papers.nips.cc/paper/4522-practical-bayesian-optimization-of-machine-learning-algorithms.pdf
http://arxiv.org/pdf/1012.2599v1.pdf
http://www.gaussianprocess.org/gpml/
https://www.youtube.com/watch?v=vz3D36VXefI&index=10&list=PLE6Wd9FR--EdyJ5lbFl8UuGjecvVw66F6
5 changes: 1 addition & 4 deletions bayes_opt/__init__.py
Original file line number Diff line number Diff line change
@@ -1,4 +1 @@
from .bo import bayes_opt
from .bo import GP
#from .cv import magic_box
from .cv.magic_box import magic_box_classifier
import bayes_opt
7 changes: 2 additions & 5 deletions bayes_opt/bo/bayes_opt.py → bayes_opt/bayes_opt.py
Original file line number Diff line number Diff line change
Expand Up @@ -12,7 +12,6 @@
Fernando Nogueira
'''

# Python 2.7 users.
from __future__ import print_function
from __future__ import division

Expand All @@ -25,10 +24,8 @@

from math import exp, fabs, sqrt, log, pi

from .GP import GP
from ..support.objects import covariance, sample_covariance, kernels, acquisition, print_info
#from help_functions import covariance, sample_covariance, kernels, acquisition, print_info

from GP import GP
from support.objects import covariance, sample_covariance, kernels, acquisition, print_info



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2 changes: 0 additions & 2 deletions bayes_opt/bo/__init__.py

This file was deleted.

1 change: 0 additions & 1 deletion bayes_opt/cv/__init__.py

This file was deleted.

323 changes: 0 additions & 323 deletions bayes_opt/cv/magic_box.py

This file was deleted.

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