Support "Bayesian Optimization for Distributionally Robust Chance-constrained Problem" #75
Description
Motivations
It would be great to support the algorithm proposed in "Bayesian Optimization for Distributionally Robust
Chance-constrained Problem" (paper].
Description
You can use the following implementation by authors. https://media.icml.cc/Conferences/ICML2022/supplementary/inatsu22a-supp.zip