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https://github.com/tsudalab/combo

COMmon Bayesian Optimization
https://github.com/tsudalab/combo

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COMmon Bayesian Optimization

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COMmon Bayesian Optimization Library ( COMBO )
========
Bayesian optimization has been proven as an effective tool in accelerating scientific discovery.
A standard implementation (e.g., scikit-learn), however,
can accommodate only small training data.
COMBO is highly scalable due to an efficient protocol that employs
Thompson sampling, random feature maps, one-rank Cholesky update and
automatic hyperparameter tuning. Technical features are described in [our document](/docs/combo_document.pdf).

# Required Packages ############################
* Python 2.7.x
* numpy >=1.10
* scipy >= 0.16
* Cython >= 0.22.1
* mpi4py >= 2.0 (optional)

# Install ######################################
1. Download or clone the github repository, e.g.
> git clone https://github.com/tsudalab/combo.git

2. Run setup.py install
> cd combo
> python setup.py install

# Uninstall

1. Delete all installed files, e.g.
> python setup.py install --record file.txt
> cat file.txt | xargs rm -rvf

# Usage
After installation, you can launch the test suite from ['examples/grain_bound/tutorial.ipynb'](examples/grain_bound/tutorial.ipynb).

## License
This package is distributed under the MIT License.