David V. Lindberg, Herbert K.H. Lee, Optimization Under Constraints by Applying an Asymmetric Entropy Measure, Journal of Computational and Graphical Statistics, Vol. 24, No. 2 (JUNE 2015), pp.

Stan is a free and open-source C++ program that performs Bayesian inference or optimization for arbitrary user-specified models and can be called from the command line, R, Python, Matlab, or Julia and ...

At its core, BoTorch — and Bayesian optimization in general — is all about making model optimizing easier and faster for data scientists to get to a production-ready model.