john-waczak / MLJGaussianProcesses.jl

Gaussian Processes for MLJ
MIT License
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Add Bayesian Inference method using GPs for Hyperparameter optimization #3

Open john-waczak opened 1 year ago

john-waczak commented 1 year ago

We should develop a hyperparameter optimization scheme using our Gaussian Process regression. The following links may provide some motivation/inspiration:

The key challenge will be dealing with categorical hyperparameters

john-waczak commented 1 year ago

More references from the Matlab code: