On Uncertainty Estimation by Tree-based Surrogate Models in Sequential Model-based Optimization

It is an official repository of "On Uncertainty Estimation by Tree-based Surrogate Models in Sequential Model-based Optimization", which has been presented at the Twenty-Fifth International Conference on Artificial Intelligence and Statistics (AISTATS 2022).

To run this repository, you need to install the required packages described in requirements.txt. Additionally, if you would like to run a (high-dimensinal) binary experiments, you have to install COMBO.

After setting up the environment, execute script files *.sh.

If you have any questions, please reach out to Jungtaek Kim.

Citation

@inproceedings{KimJ2022aistats,
    author={Kim, Jungtaek and Choi, Seungjin},
    title={On Uncertainty Estimation by Tree-based Surrogate Models in Sequential Model-based Optimization},
    booktitle={Proceedings of the International Conference on Artificial Intelligence and Statistics (AISTATS)},
    year={2022}
}