After a few moths of work we are proud of having a new release ready. The structure of the package has changed quite a lot and we have introduced some improvements in the interface to support the new functionalities. The old interface is still supported though.
These are some of the main novelties of this release:
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Acquisition functions can be integrated over the model (GP) hyper-parameters.
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Discrete variables and armed-bandits domains are now accepted.
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Optimization with arbitrary domains is now possible.
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Optimization can be done with arbitrary cost functions, including evaluation time.
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The new modular configuration allows to easily use used-defined models and acquisitions.
Hope all this is useful and thanks for using GPyOpt!