We are underselling the modularity of Bayesian optimization

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I think the Bayesian optimization (BO) community is vastly underselling one of BO’s most practically appealing features: modularity . A “modular” algorithm is one composed of individual parts which are largely exchangeable. I think BO is extremely modular, and this is something users want in practice, but BO papers rarely describe it in this way. This post outlines these points in more detail and…

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