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https://issues.apache.org/jira/browse/SYSTEMML-979?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16080918#comment-16080918
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Janardhan commented on SYSTEMML-979:
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Hi,:)
It will be great, if the bayesian optimization is implemented. Please provide
some thoughts on how to best proceed on this.
also a copy to: [~dusenberrymw] [~prithvi_r_s] [~freiss] [~mboehm7] [~deron]
and sorry if I missed out on some one.
> Add support for bayesian optimization
> -------------------------------------
>
> Key: SYSTEMML-979
> URL: https://issues.apache.org/jira/browse/SYSTEMML-979
> Project: SystemML
> Issue Type: New Feature
> Components: Algorithms
> Reporter: Niketan Pansare
> Assignee: Janardhan
>
> Main paper:
> https://papers.nips.cc/paper/4522-practical-bayesian-optimization-of-machine-learning-algorithms.pdf
> supplements:
> * selecting the next point to evaluate
> [Jasper|http://www.dmi.usherb.ca/~larocheh/publications/gpopt_nips_appendix.pdf]
> * sobol sequence generator [P Bratley, BL
> Fox|http://dl.acm.org/citation.cfm?id=214372]
> * Handling Sparsity via the Horseshoe [Carlos M.
> Carvalho|http://ftp.isds.duke.edu/WorkingPapers/09-03.pdf]
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