This is companion code for the paper "Robust Entropy Search for Safe Efficient Bayesian Optimization" by D. Weichert et al., UAI 2024.

In the root directory of the repository execute the following commands:

conda env create --file=environment.yml
conda activate res

To reproduce the experimental results, please run

python main.py

This automatically creates subdirectories and files in the Results/ directory for each algorithm and experiment.

To analyse the results and create the figures presented in the paper, please run the Jupyter Notebook analyse_synthetic_experiments.ipynb .

Copyright (c) 2024 Fraunhofer IAIS

This program is free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details.

You should have received a copy of the GNU Affero General Public License along with this program. If not, see https://www.gnu.org/licenses/.

Author: Dorina Weichert, [email protected]