fmfn/BayesianOptimization

This is a constrained global optimization package built upon bayesian inference and gaussian process, that attempts to find the maximum value of an unknown function in as few iterations as possible. This technique is particularly suited for optimization of high cost functions, situations where the balance between exploration and exploitation is important. With the release of version 1.0.0 a number of API breaking changes were introduced. I understand this can be a headache for some, but these were necessary changes that needed to be done and ultimately made the package better. If you have used this package in the past I suggest you take the basic and advanced tours (found in the examples folder) in order to familiarize yourself with the new API.