2020
Accelerated Bayesian Optimisation through Weight-Prior Tuning
AISTATS 2020poster
Bayesian optimization (BO) is a widely-used method for optimizing expensive (to evaluate) problems. At the core of most BO methods is the modeling of the objective function using a Gaussian Process (GP) whose covariance is selected from a set of standard covariance functions. From a weight-space v…