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Changed default correlation model to the Matern 5/2 kernel #21

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Merged
merged 1 commit into from
Jun 3, 2016

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avonmoll
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@avonmoll avonmoll commented Jun 2, 2016

According to Snoek et al. the Matern 5/2 kernel performed the best in empirical
tests. Also, this commit changed the default acquisition function to 'ei' to
match the docstring.

According to Snoek et al. the Matern 5/2 kernel performed the best in empirical
tests. Also, this commit changed the default acquisition function to 'ei' to
match the docstring.
@avonmoll
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avonmoll commented Jun 2, 2016

P.S. I'm also separately attempting to implement sampling over Gaussian Process covariance parameters (as described in Slice sampling covariance hyperparameters of latent Gaussian models) which was also recommended by Snoek et al. in Practical Bayesian Optimization of Machine Learning Algorithms.

My motivation is simply the fact that Snoek's own software for Bayesian Optimization, Spearmint, seems a bit overkill for my purposes (it requires installation of MongoDB, for instance).

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fmfn commented Jun 3, 2016

LGTM

And I agree, the whole reason why I wrote this package was because I wanted something simpler than Spearmint.

@fmfn fmfn merged commit 962c468 into bayesian-optimization:master Jun 3, 2016
@avonmoll avonmoll deleted the matern branch June 3, 2016 18:37
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2 participants