NUBO, short for Newcastle University Bayesian Optimisation, is a Bayesian optimisation framework for the optimisation of expensive-to-evaluate black-box functions, such as physical experiments and computer simulators. Bayesian optimisation is a cost-efficient optimisation 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 optimisation 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 optimisation algorithms. NUBO allows users to tailor Bayesian optimisation to their specific problem by writing the optimisation loop themselves using the provided building blocks. It supports sequential single-point, parallel multi-point, and asynchronous optimisation 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 optimise your simulators and experiments. NUBO is distributed as open-source software under the BSD 3-Clause licence.
翻译:NUBO(纽卡斯尔大学贝叶斯优化)是一个用于优化高代价黑箱函数(如物理实验与计算机模拟)的贝叶斯优化框架。贝叶斯优化通过高斯过程构建代理模型以表征目标函数,并利用采集函数引导候选点选择来逼近全局最优解,是一种高效的优化策略。NUBO本身聚焦于透明性与用户体验,旨在让多学科研究人员轻松掌握贝叶斯优化方法。通过清晰可读的代码、精确的参考文献与详尽的文档保障透明性,同时凭借模块化与灵活的设计、简洁易写的语法、以及精心筛选的贝叶斯优化算法确保用户体验。用户可利用NUBO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/受约束/混合(离散与连续)参数输入空间的序贯单点、并行多点及异步优化。NUBO仅收录经过严格测试验证且性能卓越的算法与方法,确保包体紧凑,避免过多选项给用户造成困扰。该包使用Python编写,但优化模拟器与实验无需具备Python专家知识。NUBO基于BSD 3-Clause许可证以开源软件形式发布。