A Matlab toolbox for Bayesian optimization.
If you use this software, please reference it as follows : Tristan Fauvel (2021) BO_toolbox, a Matlab toolbox for Bayesian optimization.
This toolbox was primarily intended to perform preferential Bayesian optimization. The toolbox features:
- Bayesian optimization with continuous outputs
- Bayesian optimization with binary outputs
- Preferential Bayesian optimization
- State-of-the art acquisition functions (see the documentation)
- This toolbox is based on the GP_toolbox (https://github.com/TristanFauvel/GP_toolbox), which implements state-of-the art methods for approximate sampling from GP posteriors and for preference learning with GP.
- Simply add BO_toolbox to your Matlab path
- Check out the
documentation.md - Explanations are provided in the /Examples subfolders
This software is distributed under the MIT License. Please refer to the file LICENCE.txt included for details.