0.1.0
Initial version contains:
- doe: LHS, FullFactorial, Random sampling
- gp: Gaussian Process models with 3 regression models (constant, linear quadratic) and 4 correlation models (squared exponential, absolute exponential, matern32, matern52)
- moe: Mixture of Experts: find the bests mix of gps given a number of clusters regarding smooth or hard recombination
- ego: Contains egor optimizer which is a super EGO algorithm implemented on top of the previous elements.
It implements several infill strategy: EI, WB2, WB2S and use either COBYLA or SLSQP for internal optimization.