Software

Python

Trieste is a Bayesian optimization toolbox built on TensorFlow.

R

I am co-author of a couple of R packages, all available on CRAN:

GPareto (M. Binois, V. Picheny): Gaussian Processes for Pareto Front Estimation and Optimization

DiceOptim (D. Ginsbourger, V. Picheny, O. Roustant): Kriging-based optimization for computer experiments

KrigInv (C. Chevalier, V. Picheny, D. Ginsbourger): Kriging-based Inversion for Deterministic and Noisy Computer Experiments

SISIR (V. Picheny, R. Servien, N. Villa-Vialaneix) : Sparse Interval Sliced Inverse Regression

GADAG (M. Champion, V. Picheny, M. Vignes) : A Genetic Algorithm for Learning Directed Acyclic Graphs

GPGame (V. Picheny, M. Binois): Sequential strategies for finding game equilibria in a black-box setting

On-going work on quantile estimation, available here:

https://github.com/vpicheny/quantile