Do you have any particular ideas on how one could speedup GPs, besides
reimplementing it in Cython? Looks like spearmint is completely pythonic,
so they either as slow (or slower), or use different algorithm (I'm not
very familiar with approaches to GPs).
On Fri, Feb 13, 2015 at 12:41 AM, Andy <t3k...@gmail.com> wrote:
>
> On 02/12/2015 04:47 AM, Artem wrote:
>
> There are several packages (spearmint, hyperopt, MOE) offering Bayesian
> Optimization to the problem of choosing hyperparameters. Wouldn't it be
> nice to add such *Search[CV] to sklearn?
>
> Yes. I haven't really looked much into the spearmint approach, but before
> we could do anything with GPs I am afraid we need to get our GP up to speed.
>
>
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