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I'm looking for packages of bayesian optimization with mutual information as acquisition function.

There are many implementations of bayesian optimization in some programming languages like python, R, etc. But UCB, PI or EI are used as acquisition function in these implementation. I'm looking for packages of bayesian optimization with mutual information as acquisition function.

Are there any packages of bayesian optimization with mutual information as acquisition function?

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    $\begingroup$ Do you have a reference for mutual information as an acquisition function? This is a new one for me, and I'd like to read about it. $\endgroup$ – Sycorax says Reinstate Monica Jul 12 '17 at 18:07
  • $\begingroup$ @Sycorax This paper may be the first appearance of using mutual information as an acquisition function. This paper was published in 2014 and is very new. $\endgroup$ – T. Ogawa Jul 13 '17 at 3:21
  • $\begingroup$ Have you inquired with the authors of the paper? $\endgroup$ – Mark L. Stone Jul 13 '17 at 11:13
  • $\begingroup$ @MarkL.Stone No, I haven't yet, I'll ask! I don't have that idea. Thanks!! $\endgroup$ – T. Ogawa Jul 13 '17 at 13:54
  • $\begingroup$ @MarkL.Stone I received a reply from one of the authors of the paper and my question was solved. Therefore I answered my own question. Thanks a lot! $\endgroup$ – T. Ogawa Jul 14 '17 at 0:46
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You can use BayesOpt in order to use bayesian optimization with mutual information as an acquisition function in your program.

BayesOpt is an efficient implementation of the Bayesian optimization methodology for nonlinear optimization, experimental design and hyperparameter tunning.

This library has bayesopt::MutualInformation Class as a criteria function. This one is just what you wanted.

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