Fast Bayesian hyperparameter optimization on large datasets

DOI10.1214/17-EJS1335SIzbMath1421.62027MaRDI QIDQ1688974

Peng Zhang

Publication date: 12 January 2018

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1513306864

zbMATH Keywords

Gaussian process; acquisition function; entropy search; hyperparameter optimization

Mathematics Subject Classification ID

62F15: Bayesian inference

90-08: Computational methods for problems pertaining to operations research and mathematical programming

62M45: Neural nets and related approaches to inference from stochastic processes