Commit 382385d9 authored by Emile Contal's avatar Emile Contal

add README

parent a32df447
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.
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