ABO: Automating Bayesian optimization with Bayesian optimization

This is a PYTHON implementation of the method for automating (model selection in) Bayesian optimization described in

Malkomes, Gustavo; Garnett, Roman. Automating Bayesian optimization with Bayesian optimization. Advances in Neural Information Processing Systems 31 (NeurIPS 2018)

and

Malkomes, Gustavo; Garnett, Roman. Bayesian optimization for automated model selection. Advances in Neural Information Processing Systems 29 (NeurIPS 2016)

based on the MATLAB code provided by the author. link to paper1, link to paper2

MATLAB source code can be found in https://github.com/gustavomalkomes/abo

Dependencies

Python 3.10
GPy 1.31.1
scipy 1.11.4
numpy 1.26.4