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ziyuw/rembo

Bayesian optimization in high-dimensions via random embedding.

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MatlabCreated Aug 4, 2013

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Overview

Bayesian optimization in high-dimensions via random embedding.

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matlab

Source: github.language · Jul 11, 2026

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INSTALL

The package is written in Matlab. Thus to install, just run startup.m. This package could make use of the function "fminsearch" from Matlab. This, however, is not necessary.

To run the lpsolve example from the paper, please download the data files from: http://www.cs.ubc.ca/~ziyuw/AC_blackbox_eval.tar. And untar the data files to the folder /demos/lpsolve/.