NUBO, short for Newcastle University Bayesian Optimisation, is a Bayesian optimization framework for the optimization of expensive-to-evaluate black-box functions, such as physical experiments and computer simulators. Bayesian optimization is a costefficient optimization strategy that uses surrogate modelling via Gaussian processes to represent an objective function and acquisition functions to guide the selection of candidate points to approximate the global optimum of the objective function. NUBO itself focuses on transparency and user experience to make Bayesian optimization easily accessible to researchers from all disciplines. Clean and understandable code, precise references, and thorough documentation ensure transparency, while user experience is ensured by a modular and flexible design, easy-to-write syntax, and careful selection of Bayesian optimization algorithms. NUBO allows users to tailor Bayesian optimization to their specific problem by writing the optimization loop themselves using the provided building blocks. It supports sequential single-point, parallel multi-point, and asynchronous optimization of bounded, constrained, and/or mixed (discrete and continuous) parameter input spaces. Only algorithms and methods that are extensively tested and validated to perform well are included in NUBO. This ensures that the package remains compact and does not overwhelm the user with an unnecessarily large number of options. The package is written in Python but does not require expert knowledge of Python to optimize your simulators and experiments. NUBO is distributed as open-source software under the BSD 3-Clause license.
翻译:NUBO(Newcastle University Bayesian Optimisation 的缩写)是一个用于优化代价高昂的黑箱函数(如物理实验和计算机模拟器)的贝叶斯优化框架。贝叶斯优化是一种高性价比的优化策略,通过高斯过程构建代理模型来表示目标函数,并利用采集函数指导候选点的选择,以逼近目标函数的全局最优值。NUBO专注于透明度与用户体验,旨在让各学科的研究人员都能轻松使用贝叶斯优化。清晰易懂的代码、精确的参考文献和详尽的文档确保了透明度;模块化与灵活的设计、简洁易写的语法以及精心挑选的贝叶斯优化算法则保障了用户体验。NUBO允许用户利用提供的构建模块自行编写优化循环,从而针对特定问题定制贝叶斯优化方案。该框架支持有界、有约束和/或混合(离散与连续)参数输入空间的序列单点、并行多点及异步优化。NUBO仅收录经过广泛测试并验证性能优异的算法与方法,确保软件包保持精简,避免用过多的选项使用户感到无所适从。该软件包采用Python编写,但用户无需精通Python即可优化其模拟器与实验。NUBO基于BSD 3-Clause许可证作为开源软件发布。