Bayesian optimization has been proven as an effective tool in accelerating scientific discovery. A standard implementation (e.g., scikit-learn), however, can accommodate only small training data. COMBO is highly scalable due to an efficient protocol that employs Thompson sampling, random feature maps, one-rank Cholesky update and automatic hyperparameter tuning.
T. Ueno, T.D. Rhone, Z. Hou, T. Mizoguchi and K. Tsuda, COMBO: An Efficient Bayesian Optimization Library for Materials Science, Materials Discovery, 2016, ISSN 2352-9245.