Code Recipes
Bayesian Optimization

Bayesian Optimization (scikit-optimize, GP-EI)

Updated: 05/20/2026bogpskopt

Description

Gaussian-process Bayesian optimization via scikit-optimize's gp_minimize with Expected Improvement as the acquisition function.

  • Good for: continuous-heavy spaces with expensive evaluations and budgets in the tens.
  • Dependencies: scikit-optimize, scikit-learn, numpy.
  • Falls back to random search if skopt is unavailable in the runtime image.

Code

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