Version 0.3 =========== Third time's a charm. New features ------------ * Accuracy improvements of the optimization of the acquisition function by pre-selecting good candidates as starting points when using `acq_optimizer='lbfgs'`. * Support a ask-and-tell interface. Check out the `Optimizer` class if you need fine grained control over the iterations. * Parallelize L-BFGS minimization runs over the acquisition function. * Implement weighted hamming distance kernel for problems with only categorical dimensions. * New acquisition function `gp_hedge` that probabilistically chooses one of `EI`, `PI` or `LCB` at every iteration depending upon the cumulative gain. Bug fixes --------- * Warnings are now raised if a point is chosen as the candidate optimum multiple times. * Infinite gradients that were raised in the kernel gradient computation are now fixed. * Integer dimensions are now normalized to [0, 1] internally in `gp_minimize`. API Changes ----------- * The default `acq_optimizer` function has changed from `"auto"` to `"lbfgs"` in `gp_minimize`.