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meta-pytorch/botorch

A library for Bayesian Optimization built on PyTorch that provides modular primitives for probabilistic models, acquisition functions, and optimizers.

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BoTorch is a PyTorch-based library for Bayesian Optimization, a technique for sequentially optimizing expensive-to-evaluate functions. It provides a modular and extensible interface for composing Bayesian optimization primitives including probabilistic models, acquisition functions, and optimizers. The library leverages PyTorch’s auto-differentiation and GPU acceleration, and supports Monte Carlo-based acquisition functions via the reparameterization trick for flexible model implementations.

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