A Study of Bayesian Neural Network Surrogates for Bayesian Optimization

Installation

Create a new conda environment:

conda env create -f environment.yml

Install the project:

pip install -e .

Running experiments

Each experiment requires a config json, and there many examples of config files in config.

To use the config file config/<name>.json, run the following command from the root folder

python main.py --config <name>

You can also include the --bg flag if you would like to redirect stderr and stdout to a different file and save the outputs.

python main.py --config <name> --bg

Code Organization

The Bayesian optimization loop is in main.py

models: the model code for each of the surrogate models we consider.

test_functions: objective functions for benchmark problems