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SheffieldML / GPyOpt

Gaussian Process Optimization using GPy
BSD 3-Clause "New" or "Revised" License
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Use of GPyOpt for Bayesian Uncertainty Quantification of differential equations #47

Open finmod opened 7 years ago

finmod commented 7 years ago

To compare GPyOpt with other contributions in uncertainty quantification, do you have examples or tutorials for the following models: Lorenz63 (dim=3), Lorenz96(dim=9) and JAK-STAT as used by Campbell, Chkrebtii, Calderhead and Girolami in https://arxiv.org/abs/1306.2365 and Hennig and Kersting? Many of these authors will participate to the forthcoming GP Summer School.

These examples could be rolled into the prototype templates of GPyOpt. The strength of GPyOPT is the unifying use of python whereas the papers mentioned above are all on different software.

javiergonzalezh commented 7 years ago

This is a fantastic idea! I will thy to have those notebooks ready for the summer school. Javier

javiergonzalezh commented 7 years ago

Hi, Due to time constrains we didn't manage to have these examples in place but it is something we are interested on. Keep us updated if you do something on this lines! Hopefully we can do that in the future.

Javier