scikit-optimize/scikit-optimize

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Scikit-Optimize Scikit-Optimize, or skopt, is a simple and efficient library to minimize (very) expensive and noisy black-box functions. It implements several methods for sequential model-based optimization. skopt aims to be accessible and easy to use in many contexts. The library is built on top of NumPy, SciPy and Scikit-Learn. We do not perform gradient-based optimization. For gradient-based optimization algorithms look at scipy.optimize here. Approximated objective function after 50 iterations...