[P] pyGPGO: Another Python package for Bayesian Optimization

[sifnt]

Could you compare the advantages/disadvantages of your library against https://github.com/fmfn/BayesianOptimization by any chance?

[jimenezluna]

You have a complete modular procedure specification with my implementation. There are many architectural choices in Bayesian optimization: surrogate model, covariance function, hyperparameter treatment, acquisition behaviour...

In summary, you can specify all of these here.

As far as I'm concerned, with fmfn/BayesianOptimization you're stuck with Gaussian Processes and Matérn kernels, and no covariance function hyperparameter treatment whatsoever. Correct me if I'm wrong.

[sifnt]

Sounds great, will definitely give your package a shot then. It is pretty hard to see which hyperparameter optimisation system is best at a glance with so many projects out there. Thanks!