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config
febo added code May 13, 2019
.gitignore
default.yaml added code May 13, 2019
readme.md
setup.py

readme.md

This repository contains the code used for the experiments of the ICML 2019 Paper "Adaptive and Safe Bayesian Optimization in High Dimensions via One-Dimensional Subspaces"

The paper can be found here: https://arxiv.org/abs/1902.03229

To reproduce the experiments,

  1. Install a Python 3.6 environment
  2. Install the package with "pip install -e ."
  3. pip install git+https://github.com/automl/HPOlib2
  4. pip install git+https://github.com/befelix/SafeOpt.git

To run the experiments, replace "{experiment_name}" in the instructions below by any of:

  • camelback
  • camelback_sub10
  • hartmann6
  • hartmann6_sub14
  • gaussian10
  • camelback_constraint
  • hartmann6_constraint
  • camelback_sub10_constraint

Instructions to run experiments and create plots:

  1. febo create {experiment_name} --config config/{experiment_name}.yaml
  2. febo run {experiment_name} (this will take a while, you can set the number of repetitions in the yaml file)
  3. febo plot {experiment_name} --plots febo.plots.InferenceRegret
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