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0.1.0

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@relf relf released this 18 Nov 14:10
· 541 commits to master since this release

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.