I'm trying to solve a one arm bandit problem where the target is a stochastic function. For Python users there are a lot of options in terms of software: sigopt spearmint moe hyperopt BayesianOptimization pybo gpyopt Does anyone know the difference? Are there any that I'm missing? From what I've been gathering, Sigopt is too expensive. Spearmint is probably the best open-source option, but has a t