Code for the paper "Wasserstein Distributionally Robust Bayesian Optimization with Continuous Context" AISTATS 2025. The paper is available at the following link https://arxiv.org/abs/2503.20341.

This code is based on the reposity released by X. Huang et Al. available at https://github.com/lamda-bbo/sbokde.

Copyright 2025 Francesco Micheli Licensed under the MIT License.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.