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Description

This introduces an interface to use the Bayesian optimisation and model selection algorithms SOBER and BASQ. To introduce them, six examples showcasing their abilities on optimisation, parameterisation, model selection, and surrogate modelling are appended.

Fixes #228

Type of change

Please add a line in the relevant section of CHANGELOG.md to document the change (include PR #).

Important checks:

Please confirm the following before marking the PR as ready for review:

  • No style issues: $ pre-commit run or $ nox -s pre-commit (see CONTRIBUTING.md for how to set this up to run automatically when committing locally, in just two lines of code)
  • All tests pass: nox -s tests
  • The documentation builds: nox -s doctest
  • Code is commented for hard-to-understand areas
  • Tests added that prove fix is effective or that feature works

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Long term idea - use tools like SOBER to do model selection in PyBOP

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