Pre-trained Gaussian processes for Bayesian optimization

Posted by Zi Wang and Kevin Swersky, Research Scientists, Google Research, Brain Team

Bayesian optimization (BayesOpt) is a powerful tool widely used for global optimization tasks, such as hyperparameter tuning, protein engineering, synthetic chemistry, robot learning, and even baking cookies. BayesOpt is a great strategy for these problems because they all involve optimizing black-box functions that are expensive to evaluate. A black-box function’s underlying mapping from inputs (configurations of the thing we want to optimize) …

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