2011/12/3 Gael Varoquaux <[email protected]>:
> On Sat, Nov 19, 2011 at 09:15:43PM -0500, James Bergstra wrote:
>
> thinking about this for quite a while. I am thrilled to know that it
> actually works, and would be _very_ interested about having this in the
> scikit. Let's discuss it at the sprints.

Alexandre has a new blog post about this with simple python snippet
using sklearn GuassianProcess:

  http://atpassos.posterous.com/bayesian-optimization

> With regards to the random sampling, I am a bit worried that the results
> hold for a fair amount of points, and with a small amount of points
> (which is typically the situation in which many of us hide) it becomes
> very sensitive to the seed.

I guess you should monitor the improvement before deciding to stop the search.

-- 
Olivier
http://twitter.com/ogrisel - http://github.com/ogrisel

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