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SAMBO - Sequential And Model-Based Optimization

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SAMBO: Sequential And Model-Based (Bayesian) Optimization of black-box objective functions.

Project website

Documentation

Installation

$ pip install sambo
# or
$ pip install 'sambo[all]'   # Pulls in Matplotlib, scikit-learn

Usage

See examples on the project website.

Features

  • Python 3+
  • Simple usage, standard API.
  • Algorithms prioritize to minimize number of evaluations of the objective function: SHGO, SCE-UA and SMBO available.
  • Minimal dependencies: NumPy, SciPy (scikit-learn & Matplotlib optional).
  • State-of-the-art performance—see benchmark results against other common optimizer implementations.
  • Integral, real (floating), and categorical dimensions.
  • Fast approximate global black-box optimization.
  • Beautiful Matplotlib charts.

Development

Check CONTRIBUTING.md for hacking details.

Release files for sambo 1.25.2

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