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