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Source code for "Efficient Bayesian Experimental Design for Implicit Models", AISTATS 2019, https://arxiv.org/abs/1810.09912

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bedimplicit

Source code for "Efficient Bayesian Experimental Design for Implicit Models" - https://arxiv.org/abs/1810.09912

Installation Instructions

The easiest way to install all the required packages is via Anaconda.

Anaconda

Create an anaconda environment, called <env_name>, that uses Python 3.6 and not 3.7, as gpyopt currently fails to work with that version.

conda create <env_name> python=3.6
conda activate <env_name>

Then install the relevant packages via the anaconda distribution and pip:

conda install numpy scipy matplotlib
conda install joblib==0.11
pip install glmnet
pip install gpyopt

All the critical required packages are:

  • python v3.6
  • numpy, scipy, matplotlib
  • joblib v0.11
  • glmnet
  • gpyopt

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