On Thu, Mar 08, 2012 at 12:25:34PM -0800, Jacob VanderPlas wrote:
> Has anyone ever seen gaussian process learning used for this sort of 
> hyperparameter estimation? 

Yes, James Bergstra did that. The core idea is at each iteration to take
the point maximizing the chance of improving the current score.

I think that this would be a simple way of having an optimizer quite
interesting for optimizing a few parameters together.

Gaël

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