An Analysis of Safety Guarantees in Multi-Task Bayesian Optimization

General

This repository contains supplementary material and the code to reproduce the tables and figures presented in

J. O. Lübsen, A. Eichler, "An Anlysis of Safety Guarantees in Multi-Task Bayesian Optimization"

To run the proposed SaMSBO algorithm, the user can execute the 'run_samsbo.py' file. The remaining algorithms used for comparison in the paper can be executed via the 'run_comparisons.py' file. Additionally, the script 'example.py' visualizes the optimization of a one-dimensional example.

The data used for plots to generate the figures in the manuscript are in the data folder. The user can use the 'generate_plots.ipynb' notebook to recreate the figures in the 'plot_scripts' folder.

Prerequisites

To run the code install python3.12.8 and the dependencies specified in requirements.txt.

pip install -r requirements.txt

The code in this repository was tested in the following environment:

• *Ubuntu 24.04.2 LTS
• *Python 3.12.8