jaxbo 0.1.1__tar.gz

jaxbo-0.1.1/LICENSE

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jaxbo-0.1.1/PKG-INFO

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+Metadata-Version: 2.4
+Name: jaxbo
+Version: 0.1.1
+Summary: Fork of PredictiveIntelligenceLab/JAX-BO with updates and compatibility improvements for Colab and pipelines
+Home-page: https://github.com/ricardogr07/JAX-BO
+Download-URL: https://github.com/ricardogr07/JAX-BO
+Author: Ricardo García Ramírez
+Author-email: rgr.5882@gmail.com
+License: Apache 2.0
+Project-URL: Source Code, https://github.com/ricardogr07/JAX-BO
+Project-URL: Documentation, https://github.com/ricardogr07/JAX-BO
+Project-URL: Bug Tracker, https://github.com/ricardogr07/JAX-BO/issues
+Keywords: jax,bayesian optimization,machine learning,optimization
+Classifier: Programming Language :: Python :: 3.6
+Classifier: Programming Language :: Python :: 3.7
+Classifier: License :: OSI Approved :: Apache Software License
+Classifier: Operating System :: MacOS
+Classifier: Operating System :: POSIX :: Linux
+Classifier: Topic :: Software Development
+Classifier: Topic :: Scientific/Engineering
+Classifier: Intended Audience :: Science/Research
+Classifier: Intended Audience :: Developers
+Requires-Python: >=3.6
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy
+Requires-Dist: scipy
+Requires-Dist: jax
+Requires-Dist: jaxlib
+Requires-Dist: scikit-learn
+Requires-Dist: KDEpy
+Requires-Dist: pyDOE
+Requires-Dist: numpyro
+Dynamic: author
+Dynamic: author-email
+Dynamic: classifier
+Dynamic: description
+Dynamic: description-content-type
+Dynamic: download-url
+Dynamic: home-page
+Dynamic: keywords
+Dynamic: license
+Dynamic: license-file
+Dynamic: project-url
+Dynamic: requires-dist
+Dynamic: requires-python
+Dynamic: summary
+
+# JAX-BO (Extended): Bayesian Optimization in JAX
+
+This is a modified and extended version of the original [JAX-BO](https://github.com/PredictiveIntelligenceLab/JAX-BO) library for Bayesian optimization, with improved compatibility and enhancements for modern Python and JAX versions.
+
+---
+
+## Getting Started
+
+### Installation
+
+You can install the latest version from PyPI:
+
+```bash
+pip install jaxbo
+```
+
+Launch the interactive tutorial on Google Colab:  
+[![Open Demo in Colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/ricardogr07/JAX-BO/blob/master/jaxbo_colab.ipynb)
+
+---
+
+## Maintainer and Fork Information
+
+This fork is maintained by Ricardo García Ramírez, as of May 2025.
+
+### Summary of Modifications
+
+- Updated for compatibility with Python 3.12
+- Migrated to recent versions of `jax` and `jaxlib`
+- Fixed and tested all demo notebooks and example scripts
+- Added detailed documentation to all public functions and modules
+- Improved error handling and logging output
+- Refactored and expanded optimizer functionality
+- Clarified model design and acquisition strategy logic
+
+> **Note:** This fork is **not affiliated** with the original authors. It is maintained independently to support downstream research applications.
+
+---
+
+## Original Project
+
+This project is based on the original [JAX-BO](https://github.com/PredictiveIntelligenceLab/JAX-BO) library developed by the [Predictive Intelligence Lab](https://github.com/PredictiveIntelligenceLab) at the University of Pennsylvania.
+
+---
+
+## Citation (Original Work)
+
+If you use this library in your research, please cite the original authors:
+
+```bibtex
+@software{jaxbo2020github,
+  author = {Paris Perdikaris, Yibo Yang, Mohamed Aziz Bhouri},
+  title = {{JAX-BO}: A Bayesian optimization library in {JAX}},
+  url = {https://github.com/PredictiveIntelligenceLab/JAX-BO},
+  version = {0.2},
+  year = {2020},
+}
+```
+---
+
+## Changelog ##
+
+All modifications and release notes are documented in the [CHANGELOG](CHANGELOG.md) file.
+
+---
+## License ##
+This project is licensed under the Apache License 2.0. See the [LICENSE](LICENSE) file for details.

jaxbo-0.1.1/README.md

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+# JAX-BO (Extended): Bayesian Optimization in JAX
+
+This is a modified and extended version of the original [JAX-BO](https://github.com/PredictiveIntelligenceLab/JAX-BO) library for Bayesian optimization, with improved compatibility and enhancements for modern Python and JAX versions.
+
+---
+
+## Getting Started
+
+### Installation
+
+You can install the latest version from PyPI:
+
+```bash
+pip install jaxbo
+```
+
+Launch the interactive tutorial on Google Colab:  
+[![Open Demo in Colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/ricardogr07/JAX-BO/blob/master/jaxbo_colab.ipynb)
+
+---
+
+## Maintainer and Fork Information
+
+This fork is maintained by Ricardo García Ramírez, as of May 2025.
+
+### Summary of Modifications
+
+- Updated for compatibility with Python 3.12
+- Migrated to recent versions of `jax` and `jaxlib`
+- Fixed and tested all demo notebooks and example scripts
+- Added detailed documentation to all public functions and modules
+- Improved error handling and logging output
+- Refactored and expanded optimizer functionality
+- Clarified model design and acquisition strategy logic
+
+> **Note:** This fork is **not affiliated** with the original authors. It is maintained independently to support downstream research applications.
+
+---
+
+## Original Project
+
+This project is based on the original [JAX-BO](https://github.com/PredictiveIntelligenceLab/JAX-BO) library developed by the [Predictive Intelligence Lab](https://github.com/PredictiveIntelligenceLab) at the University of Pennsylvania.
+
+---
+
+## Citation (Original Work)
+
+If you use this library in your research, please cite the original authors:
+
+```bibtex
+@software{jaxbo2020github,
+  author = {Paris Perdikaris, Yibo Yang, Mohamed Aziz Bhouri},
+  title = {{JAX-BO}: A Bayesian optimization library in {JAX}},
+  url = {https://github.com/PredictiveIntelligenceLab/JAX-BO},
+  version = {0.2},
+  year = {2020},
+}
+```
+---
+
+## Changelog ##
+
+All modifications and release notes are documented in the [CHANGELOG](CHANGELOG.md) file.
+
+---
+## License ##
+This project is licensed under the Apache License 2.0. See the [LICENSE](LICENSE) file for details.

jaxbo-0.1.1/jaxbo/__init__.py

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+# Forked and modified by Ricardo García Ramírez (2025)
+# Original Copyright 2019 Predictive Intelligence Lab
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     https://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+__version__ = "0.1.1"
+
+from jaxbo import models
+from jaxbo import input_priors
+from jaxbo import utils
+from jaxbo import test_functions
+from jaxbo import kernels
+from jaxbo import initializers
+from jaxbo import optimizers
+from jaxbo import acquisitions
+from jaxbo import mcmc_models

jaxbo-0.1.1/jaxbo/acquisitions.py

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+import jax.numpy as np
+from jax import jit
+from jax.scipy.stats import norm
+
+# Caution: all functions are designed for single point evaluation (use vmap to vectorize)
+# See derivation in:
+# https://people.orie.cornell.edu/pfrazier/Presentations/2011.11.INFORMS.Tutorial.pdf
+
+@jit
+def EI(mean: np.ndarray, std: np.ndarray, best: float) -> float:
+    """
+    Computes the Expected Improvement (EI) acquisition function.
+
+    Parameters:
+    mean (np.ndarray): Predictive mean of the objective function at the point of interest.
+    std (np.ndarray): Predictive standard deviation.
+    best (float): Best observed value so far.
+
+    Returns:
+    float: Negative expected improvement (for minimization).
+    """
+
+    delta = -(mean - best)
+    deltap = np.clip(delta, a_min=0.)
+    Z = delta / std
+    EI = deltap - np.abs(deltap) * norm.cdf(-Z) + std * norm.pdf(Z)
+    return -EI[0]
+
+@jit
+def EIC(mean: np.ndarray, std: np.ndarray, best: float) -> float:
+    """
+    Computes the Constrained Expected Improvement (EIC) acquisition function.
+
+    Parameters:
+    mean (np.ndarray): Predictive means (first row is objective, remaining are constraints).
+    std (np.ndarray): Predictive standard deviations.
+    best (float): Best observed objective value.
+
+    Returns:
+    float: Negative constrained expected improvement.
+    """
+    delta = -(mean[0, :] - best)
+    deltap = np.clip(delta, a_min=0.)
+    Z = delta / std[0, :]
+    EI = deltap - np.abs(deltap) * norm.cdf(-Z) + std[0, :] * norm.pdf(Z)
+    constraints = np.prod(norm.cdf(mean[1:, :] / std[1:, :]), axis=0)
+    return -EI[0] * constraints[0]
+
+@jit
+def LCBC(mean: np.ndarray, std: np.ndarray, kappa: float = 2.0, threshold: float = 3.0) -> float:
+    """
+    Lower Confidence Bound with Constraints.
+
+    Parameters:
+    mean (np.ndarray): Predictive means (first row is objective).
+    std (np.ndarray): Predictive standard deviations.
+    kappa (float): Confidence interval parameter.
+    threshold (float): Threshold value for constraint.
+
+    Returns:
+    float: Constrained LCB acquisition value.
+    """
+    lcb = mean[0, :] - threshold - kappa * std[0, :]
+    constraints = np.prod(norm.cdf(mean[1:, :] / std[1:, :]), axis=0)
+    return lcb[0] * constraints[0]
+
+@jit
+def LW_LCBC(mean: np.ndarray, std: np.ndarray, weights: np.ndarray, kappa: float = 2.0, threshold: float = 3.0) -> float:
+    """
+    Log-Weighted Lower Confidence Bound with Constraints.
+
+    Parameters:
+    mean (np.ndarray): Predictive means.
+    std (np.ndarray): Predictive standard deviations.
+    weights (np.ndarray): Log-weighted factors.
+    kappa (float): Confidence interval parameter.
+    threshold (float): Constraint threshold.
+
+    Returns:
+    float: Weighted constrained LCB acquisition value.
+    """
+    lcb = mean[0, :] - threshold - kappa * std[0, :] * weights
+    constraints = np.prod(norm.cdf(mean[1:, :] / std[1:, :]), axis=0)
+    return lcb[0] * constraints[0]
+
+@jit
+def LCB(mean: np.ndarray, std: np.ndarray, kappa: float = 2.0) -> float:
+    """
+    Lower Confidence Bound (LCB) acquisition function.
+
+    Parameters:
+    mean (np.ndarray): Predictive mean.
+    std (np.ndarray): Predictive standard deviation.
+    kappa (float): Confidence parameter.
+
+    Returns:
+    float: LCB value.
+    """
+    lcb = mean - kappa * std
+    return lcb[0]
+
+@jit
+def US(std: np.ndarray) -> float:
+    """
+    Uncertainty Sampling acquisition function.
+
+    Parameters:
+    std (np.ndarray): Predictive standard deviation.
+
+    Returns:
+    float: Negative uncertainty value.
+    """
+    return -std[0]
+
+@jit
+def LW_LCB(mean: np.ndarray, std: np.ndarray, weights: np.ndarray, kappa: float = 2.0) -> float:
+    """
+    Log-Weighted Lower Confidence Bound.
+
+    Parameters:
+    mean (np.ndarray): Predictive mean.
+    std (np.ndarray): Predictive standard deviation.
+    weights (np.ndarray): Importance weights.
+    kappa (float): Confidence parameter.
+
+    Returns:
+    float: LW-LCB value.
+    """
+    lw_lcb = mean - kappa * std * weights
+    return lw_lcb[0]
+
+@jit
+def LW_US(std: np.ndarray, weights: np.ndarray) -> float:
+    """
+    Log-Weighted Uncertainty Sampling.
+
+    Parameters:
+    std (np.ndarray): Predictive standard deviation.
+    weights (np.ndarray): Importance weights.
+
+    Returns:
+    float: Weighted negative uncertainty.
+    """
+    lw_us = std * weights
+    return -lw_us[0]
+
+@jit
+def CLSF(mean: np.ndarray, std: np.ndarray, kappa: float = 1.0) -> float:
+    """
+    Classification Surrogate Function acquisition.
+
+    Parameters:
+    mean (np.ndarray): Predictive mean.
+    std (np.ndarray): Predictive standard deviation.
+    kappa (float): Regularization coefficient.
+
+    Returns:
+    float: CLSF value.
+    """
+    acq = np.log(np.abs(mean) + 1e-8) - kappa * np.log(std + 1e-8)
+    return acq[0]
+
+@jit
+def LW_CLSF(mean: np.ndarray, std: np.ndarray, weights: np.ndarray, kappa: float = 1.0) -> float:
+    """
+    Log-Weighted Classification Surrogate Function acquisition.
+
+    Parameters:
+    mean (np.ndarray): Predictive mean.
+    std (np.ndarray): Predictive standard deviation.
+    weights (np.ndarray): Importance weights.
+    kappa (float): Regularization coefficient.
+
+    Returns:
+    float: Weighted CLSF value.
+    """
+    acq = np.log(np.abs(mean) + 1e-8) - kappa * (np.log(std + 1e-8) + np.log(weights + 1e-8))
+    return acq[0]