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. https://github.com/mwhoffman/reggie
Pybo - A Python package for modular Bayesian optimization by Matt Hoffman and Bobak Shahriari. https://github.com/mwhoffman/pybo
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 animated3.py for an example using the IPES acquisition function. To see the output of animated3.py without running the file, see https://github.com/requeima/thesis-code/blob/master/pybo-dev/demos/animated3.ipynb.