One thing that might also be interesting is "Bootstrapping" (in the 
compiler sense, not the statistics sense) the optimizer.
The latest Jasper Snoek paper http://arxiv.org/abs/1502.05700 they used 
a hyper-parameter optimizer to optimize the parameter
of a hyper-parameter optimizer on a set of optimization tasks.

https://www.youtube.com/watch?v=BIizqZ0mvIo

So we could try to optimize the parameters of the GP using the GP :)

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