Details
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New Feature
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Status: Closed
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Major
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Resolution: Duplicate
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None
Description
Main paper: https://papers.nips.cc/paper/4522-practical-bayesian-optimization-of-machine-learning-algorithms.pdf
supplements:
- selecting the next point to evaluate Jasper
- sobol sequence generator P Bratley, BL Fox
- Handling Sparsity via the Horseshoe Carlos M. Carvalho
Design document: http://www.bit.do/systemml-bayesian
Attachments
Issue Links
- Is contained by
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SYSTEMDS-1973 Optimization of parameters, Hyperparameters, and testing.
- Closed
- relates to
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SYSTEMDS-1159 Enable Remote Hyperparameter Tuning
- Open
1.
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Implementation of Sobol quasi random sequence generator | In Progress | Janardhan Pulivarthi |
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2.
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Implementation of Gaussian Process Regression | In Progress | Janardhan Pulivarthi |
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3.
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Implementation of Surrogate data slice sampling | In Progress | Janardhan Pulivarthi | |||||||||
4.
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Implementation of Bayesian module | In Progress | Janardhan Pulivarthi | |||||||||
5.
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implement acquistion functions for different scenarios | Open | Unassigned | |||||||||
6.
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Addition of parallel monte carlo acquisition function | Open | Unassigned |