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Bayesian Optimization, Part 1: Key Ideas, Gaussian Processes

blog.quipu-strands.com · published 18 November 2023

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https://drive.google.com/file/d/1zf_MIWyLY7nxEr5UioUQ7KhOQ1_clYYl/view?usp=drive_link
drive.google.com
https://drive.google.com/file/d/1AFs1IqJT6qUi50yZ5XO_uHfgUVEBn2pz/view?usp=drive_link
drive.google.com
https://dspy.ai/api/optimizers/MIPROv2/
dspy.ai
http://hyperopt.github.io/hyperopt/
hyperopt.github.io
https://botorch.org/
botorch.org
https://docs.ray.io/en/latest/tune/examples/bayesopt_example.html
docs.ray.io
https://syne-tune.readthedocs.io/en/latest/
syne-tune.readthedocs.io
https://bayesian-optimization.github.io/BayesianOptimization/3.2.1/
bayesian-optimization.github.io
https://websites.umich.edu/~mdolaboratory/pdf/Jones2020a.pdf
websites.umich.edu
https://botorch.org/docs/tutorials/optimize_with_cmaes/
botorch.org
https://stats.stackexchange.com/a/199268
stats.stackexchange.com
https://www.youtube.com/watch?v=92-98SYOdlY
youtube.com
https://peterroelants.github.io/posts/gaussian-process-kernels/ Read at the source ↗
peterroelants.github.io
https://en.wikipedia.org/wiki/Point_estimation
en.wikipedia.org
https://en.wikipedia.org/wiki/Multivariate_normal_distribution
en.wikipedia.org
https://en.wikipedia.org/wiki/Normal_distribution
en.wikipedia.org
https://math.stackexchange.com/questions/1193772/why-the-mean-value-of-a-gaussian-process-is-usually-set-to-zero
math.stackexchange.com
https://www.cs.toronto.edu/~duvenaud/cookbook/
cs.toronto.edu
https://en.wikipedia.org/wiki/Definite_matrix
en.wikipedia.org
https://mlweb.loria.fr/book/en/constructingkernels.html
mlweb.loria.fr
https://en.wikipedia.org/wiki/Cholesky_decomposition
en.wikipedia.org
https://youtu.be/4vGiHC35j9s?si=w4iDRlLPSsZJ1jhy&t=3809
youtu.be
https://gaussianprocess.org/gpml/chapters/RW.pdf
gaussianprocess.org
Bayesian Optimization, Part 2: Acquisition Functions Read at the source ↗
blog.quipu-strands.com