takashi-takahashi / BayesianOptimizer

Practice of Bayesian Optimizer Development

BayesianOptimizer

bayesian optimizer

References

1. N. Srinivas, A. Krause, Sham M. Kakade and M. Seeger, "Gaussian Process Optimization in the Bandit Setting: No Regret and Experimental Design" (arXiv:0912.3995v4 [cs.LG] )

2. E. Contal, V. Perchet and N. Vayatis, "Gaussian Process Optimization with Mutual Information" preprint( arXiv:1311.4825v3[stat.ML])

3. "1020：ベイズ的最適化の入門と応用 機械学習による機械学習の実験計画"

• https://www.youtube.com/watch?v=pQHWew4YYao

4. J. Snoek, H. Larochelle and Ryan P. Adams, "Practical Bayesian Optimization of Machine Learning Algorithms", preprint(arXiv:1206.2944v2)

5. M. C. Kennedy and A.O'Hagan "Bayesian calibration of computer models", J. R. Statist. Soc. B, 63, 425–464

6. Snoek, Jasper, Swersky, Kevin, Zemel, Richard S, and Adams and Ryan P. "Input warping for bayesian optimization of nonstationary functions." arXiv preprint arXiv:1402.0929, 2014.

• http://techtalks.tv/talks/input-warping-for-bayesian-optimization-of-non-stationary-functions/61042/ : talk by Snoek