BayesOpt

Current status

• Working optimisation, but no hyperparameter optimisation

Gif comparison

• This lib (Cs) vs python bayes_opt lib (Py)
• Main difference: Py optimises noise parameter, Cs sticks with static noise parameter (currently v small)

To Do

• Add hyperparameter optimisation (grid search)
• Test feasibility of L_BFGS_B for hyperparameters see dotnumerics lib (website)
• Clean up variable names, namespaces, etc

Sources used

• bayes_opt python library
• underlying scikitlearn gaussian process regressor
• GP C# library by koryakinp