Theoretical Analysis of Bayesian Optimisation with Unknown Gaussian Process Hyper−Parameters

Bayesian optimisation has gained great popularity as a tool for optimising the parameters of machine learning algorithms and models. Somewhat ironically, setting up the hyper-parameters of Bayesian optimisation methods is notoriously hard. While reasonable practical solutions have been advanced, the...

詳細記述

書誌詳細
主要な著者: Wang, Z, de Freitas, N
フォーマット: Report
出版事項: University of Oxford 2014