BayesOpt

Julia wrapper of BayesOpt.

Usage

using BayesOpt
config = ConfigParameters()         # calls initialize_parameters_to_default of the C API
set_kernel!(config, "kMaternARD5")  # calls set_kernel of the C API
config.sc_type = SC_MAP
f(x) = sum(x .^ 2)
lowerbound = [-2., -2.]; upperbound = [2., 2.]
optimizer, optimum = bayes_optimization(f, lowerbound, upperbound, config)

Consult the BayesOpt documentation for the configuration options.