gpyopt

Currently I try to minimize the function and get optimized parameters using GPyOpt. import GPy import GPyOpt from math import log def f(x): x0,x1,x2,x3,x4,x5 = x[:,0],x[:,1],x[:,2],x[:,3],x[:,4],x[:,5], f0 = 0.2 * log(x0) f1 = 0.3 * log(x1) f2 = 0.4 * log(x2) f3 = 0.2 * log(x3) f4 = 0.5 * log(x4) f5 = 0.2 * log(x5) return -(f0 + f1 + f2 + f3 + f4 + f5) bounds = [ {'name': 'x0', 'type': 'discrete', 'domain': (1,1000000)}, {'name': 'x1', 'type': 'discrete', 'domain': (1,1000000)}, {'name': 'x2', 'type': 'discrete', 'domain': (1,1000000)}, {'name': 'x3', 'type': 'discrete', 'domain': (1,1000000)}