Python is a thin wrapper around a C++ core. This makes usage a bit odd in some cases. For example:

    params = {
        'n_iterations' : 50,
        'n_init_samples' : 20,
        's_name' : "sGaussianProcessNormal",
        'c_name' : "cHedge(cEI,cLCB,cExpReturn,cOptimisticSampling)"
    } 

You have a C++ function call listed in a python str: "cHedge(cEI,cLCB,cExpReturn,cOptimisticSampling)"