Getting started

The list is grouped by type. A common order is a tutorial, then a book, then a library.

Start with a tutorial:

• Exploring Bayesian Optimization - Interactive Distill article on GPs, acquisition functions, and the BO loop (Agnihotri and Batra, 2020).
• A Tutorial on Bayesian Optimization - Frazier, 2018. Short tutorial covering noisy EI, batch, multi-fidelity, and constraints.

More surveys and tutorials are under Papers. Lectures are under Community.

Then a book: Garnett for theory, or Bayesian Optimization in Action for a Python walkthrough. The rest are under Books.

Then a library. Ax is a service: you declare the search space and the metric, and it runs the loop. BoTorch is a toolkit: you write that loop yourself. Other libraries are under Software.