Emukit:一个在不确定情况下进行决策的Python工具包

Andrei Paleyes, Maren Mahsereci, Neil D. Lawrence
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引用次数: 2

摘要

emukit是一个高度灵活的Python工具包,用于在不确定的情况下通过统计仿真丰富决策。它特别适用于数据稀少或难以获得的复杂过程和模拟。Emukit为一系列迭代方法提供了一个通用框架,这些方法可以在设计循环中传播校准良好的不确定性估计,例如贝叶斯优化、贝叶斯正交和实验设计。它还提供多保真建模功能。我们描述了软件包的软件设计,说明了主要api的用法,并展示了该库已经被研究社区使用的用例的广度。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Emukit: A Python toolkit for decision making under uncertainty
—Emukit is a highly flexible Python toolkit for enriching decision making under uncertainty with statistical emulation. It is particularly pertinent to complex processes and simulations where data are scarce or difficult to acquire. Emukit provides a common framework for a range of iterative methods that propagate well-calibrated uncertainty estimates within a design loop, such as Bayesian optimisation, Bayesian quadrature and experimental design. It also provides multi-fidelity modelling capabilities. We describe the software design of the package, illustrate usage of the main APIs, and showcase the breadth of use cases in which the library already has been used by the research community.
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