This repository contains some basic code for Bayesian optimization

Install the current development version of scikit-learn (or sklearn version 0.18 once this is available)

git clone git@github.com:scikit-learn/scikit-learn.git
cd sklearn
sudo python setup.py install

Install bayesian_optimization

git clone git@git.hb.dfki.de:jmetzen/bayesian_optimization.git
cd bayesian_optimization
sudo python setup.py install

Some usage examples are contained in the folder "examples". To reproduce the results from the ICML 2016 paper "Minimum Regret Search for Single- and Multi-Task Optimization", please execute the jupyter notebook "examples/mrs_evaluation.ipynb."

The directory bolero_bayes_opt contains modules which can be used with the external package BOLeRO, which is not yet open source and can thus be ignored for the moment.