@wlearn/bo

Bayesian optimization with Gaussian processes for hyperparameter tuning. Part of the wlearn ecosystem.

C11 core compiled to WebAssembly. All BO policy (GP fitting, acquisition optimization, categorical Thompson sampling, per-context GPs) runs in native code. JS wrapper is a thin translation layer.

Install

npm install @wlearn/bo

Usage

Standalone optimizer

const { BayesianOptimizer, loadBO } = require('@wlearn/bo')

await loadBO()

const optimizer = await BayesianOptimizer.create({
  learningRate: { type: 'log_uniform', low: 1e-4, high: 1.0 },
  nLayers: { type: 'int_uniform', low: 1, high: 5 },
  activation: { type: 'categorical', values: ['relu', 'tanh', 'gelu'] },
}, { seed: 42 })

for (let i = 0; i < 50; i++) {
  const params = optimizer.suggest()
  const score = evaluate(params)  // your objective function
  optimizer.observe(params, score)
}

console.log('Best score:', optimizer.bestScore)
optimizer.dispose()

With AutoML

const { autoFit } = require('@wlearn/automl')

const result = await autoFit(models, X, y, {
  strategy: 'bayesian',
  nIter: 30,
})

Search space types

| Type | Description | Example | |------|-------------|---------| | uniform | Continuous uniform | { type: 'uniform', low: 0, high: 1 } | | log_uniform | Log-uniform continuous | { type: 'log_uniform', low: 1e-5, high: 1 } | | int_uniform | Integer uniform | { type: 'int_uniform', low: 1, high: 100 } | | int_log_uniform | Log-uniform integer | { type: 'int_log_uniform', low: 10, high: 1000 } | | categorical | Categorical choice | { type: 'categorical', values: ['a', 'b'] } |

Conditional parameters are supported via condition:

{
  algo: { type: 'categorical', values: ['svm', 'rf'] },
  C: { type: 'log_uniform', low: 0.01, high: 100, condition: { algo: 'svm' } },
  nTrees: { type: 'int_uniform', low: 10, high: 500, condition: { algo: 'rf' } },
}

Options

| Option | Default | Description | |--------|---------|-------------| | kernel | 'matern52' | GP kernel: 'matern52', 'matern32', 'se' | | acquisitionFn | 'ei' | Acquisition function: 'ei', 'ucb', 'pi' | | kappa | 2.0 | UCB exploration weight | | xi | 0.01 | EI/PI exploration jitter | | seed | 42 | Random seed for reproducibility | | maxObs | 500 | Observation reservoir cap |

License

Apache-2.0