HEBO

Heteroscedastic Evolutionary Bayesian Optimisation library. Won first place in the NeurIPS 2020 Black-Box Optimisation Challenge. Performs non-linear input and output warping with exact marginal log-likelihood optimisation. Significantly outperforms existing black-box optimisers on 108 ML hyperparameter tuning tasks. Supports continuous, integer, and categorical parameters with constrained and multi-objective optimisation.