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Code for Integrated Predictive Entropy Search by James Requeima - A thesis submitted for the Master of Philosopy in Machine Learning, Speech and Language Technologies at the University of Cambridge.

The code consists of developement forks off of two python packages:

Reggie - A Python package for Bayesian regression by Matt Hoffman and Bobak Shahriari.

Pybo - A Python package for modular Bayesian optimization by Matt Hoffman and Bobak Shahriari.

The dependencies for each package are listed in requirements.txt files in each folder. See the Reggie-dev/demos/ folder for Bayesian optimization examples. In particular, see for an example using the IPES acquisition function. To see the output of without running the file, see