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Bayesian optimisation with semi-parametric DAG models

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dagbo

Bayesian optimisation with semi-parametric DAG models.

Overview

Implementation of a Bayesian optimisation tuner using directed-acyclic-graph surrogate models. Completed as part of M.Eng project at the University of Cambridge.

Install

Install using pip from a local directory using

pip3 install -e $LOCAL_DIR

e.g. LOCAL_DIR="/home/ross/dagbo"

Demo

The DAG used in the Spark case study is available in the tests folder.

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