Bayesian Optimization for Function Compositions with Applications to Dynamic Pricing

Code for our paper titled "Bayesian Optimization for Function Compositions with Applications to Dynamic Pricing". Link to paper.

Implemented using BoTorch.

To run, install requirements and run as

python3 <filename>

Name		Name	Last commit message	Last commit date
Latest commit History 3 Commits
CorrelatedDemand_HOGP.py		CorrelatedDemand_HOGP.py
CorrelatedDemand_Random_EI_UCB_cEI_cUCB.py		CorrelatedDemand_Random_EI_UCB_cEI_cUCB.py
DixonPrice_HOGP.py		DixonPrice_HOGP.py
DixonPrice_Random_EI_UCB_cEI_cUCB.py		DixonPrice_Random_EI_UCB_cEI_cUCB.py
IdenticalPrice_HOGP_cEI.py		IdenticalPrice_HOGP_cEI.py
IdenticalPrice_Random_EI_UCB_cEI.py		IdenticalPrice_Random_EI_UCB_cEI.py
IndependentDemandModel.py		IndependentDemandModel.py
Langermann_HOGP.py		Langermann_HOGP.py
Langermann_Random_EI_UCB_cEI_cUCB.py		Langermann_Random_EI_UCB_cEI_cUCB.py
README.md		README.md

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