This is the source code for our ICDM 2019 paper entitled "Efficient Bayesian Optimization for Uncertainty Reduction over Perceived Optima Locations" Copy right by the authors.
@inproceedings{nguyen2019efficient,
title={Efficient Bayesian Optimization for Uncertainty Reduction Over Perceived Optima Locations},
author={Nguyen, Vu and Gupta, Sunil and Rana, Santu and Thai, My and Li, Cheng and Venkatesh, Svetha},
booktitle={2019 IEEE International Conference on Data Mining (ICDM)},
pages={1270--1275},
year={2019},
organization={IEEE}
}
demo_PVRS_with_plot.py # run a simple illustration
demo_PVRS.py # run a PVRS in sequential setting
demo_batch_PVRS.py # run a PVRS in a batch setting
run_all_benchmark_functions.py # benchmark functions
After running these scripts to reproduce experiments, the results will be stored as pickles files in "pickle_storage" folder.
- Numpy
- Scipy
- Scikit-learn
Disclaimer: This project is under active development, if you find a bug, or anything that needs correction, please let me know.
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