NUBO: A Transparent Python Package for Bayesian Optimization

• URL: http://arxiv.org/abs/2305.06709v2
• Date: Mon, 3 Jun 2024 07:52:21 GMT
• Title: NUBO: A Transparent Python Package for Bayesian Optimization
• Authors: Mike Diessner, Kevin J. Wilson, Richard D. Whalley,
• Abstract summary: NUBO is a framework for optimizing black-box functions, such as physical experiments and computer simulators. It focuses on transparency and user experience to make Bayesian optimization accessible to researchers from all disciplines. NUBO is written in Python but does not require expert knowledge of Python to optimize simulators and experiments.
• Score: 0.0
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: NUBO, short for Newcastle University Bayesian Optimization, is a Bayesian optimization framework for optimizing expensive-to-evaluate black-box functions, such as physical experiments and computer simulators. Bayesian optimization is a cost-efficient optimization strategy that uses surrogate modeling via Gaussian processes to represent an objective function and acquisition functions to guide the selection of candidate points to approximate the global optimum of the objective function. NUBO focuses on transparency and user experience to make Bayesian optimization accessible to researchers from all disciplines. Clean and understandable code, precise references, and thorough documentation ensure transparency, while a modular and flexible design, easy-to-write syntax, and careful selection of Bayesian optimization algorithms ensure a good user experience. NUBO allows users to tailor Bayesian optimization to their problem by writing a custom optimization loop using the provided building blocks. It supports sequential single-point, parallel multi-point, and asynchronous optimization of bounded, constrained, and mixed (discrete and continuous) parameter input spaces. Only algorithms and methods extensively tested and validated to perform well are included in NUBO. This ensures that the package remains compact and does not overwhelm the user with an unnecessarily large number of options. The package is written in Python but does not require expert knowledge of Python to optimize simulators and experiments. NUBO is distributed as open-source software under the BSD 3-Clause license.

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