Commit 34e622ea authored by Emile Contal's avatar Emile Contal

Merge branch 'master' of reine.cmla.ens-cachan.fr:e.contal/gpoptimization

parents aa366686 ba5c20c9
The MATLAB code provided here includes several optimization algorithms (purely sequential or batch) using Gaussian processes. Available algorithms include GP-UCB, EI, Chaining-UCB for sequential optimization, and GP-UCB-PE, GP-B-UCB for batch optimization. The implementation uses efficient updating formulae in order to remain scalable to a large number of training points.
Please go to http://localhost/homepage/software/ for example of use and documentation.
Please go to http://econtal.perso.math.cnrs.fr/software/ for example of use and documentation.
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