How to optimize engine parameters to achieve best efficiency? How to find a recipe for a dish to maximize feedback by customers? What are the optimal hyperparameters of a machine learning algorithm? All of these and many more practical problems share the same structure: they involve optimizing a function which is noisy, has no analytical form and is costly to compute. I am one of maintainers of scikit-optimize open source python library, which allows to solve such problems efficienlty.
Scikit-optimize: black box mathematical optimization solver
