Bayesian optimisation in many dimensions with bespoke models
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Bayesian optimisation in many dimensions with bespoke models
Bayesian optimisation (BO) is an optimisation method which incrementally builds a statistical model of the objective function to refine its search. Unfortunately, due to the curse of dimensionality, BO can fail to converge in problems with many dimensions. In this talk, I will show how better priors for BO can result in orders of magnitude […]
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