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Implement GP/EI tuner with Matern 5/2 kernel #147

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micahjsmith opened this issue Dec 3, 2019 · 0 comments
Open

Implement GP/EI tuner with Matern 5/2 kernel #147

micahjsmith opened this issue Dec 3, 2019 · 0 comments

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@micahjsmith
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micahjsmith commented Dec 3, 2019

The Matern 5/2 kernel was proposed in [1] as a good choice of GP kernel due to several advantageous properties. I propose to implement a GPMatern52EiTuner within btb that uses the Matern 5/2 kernel. (i.e. Matern(nu=5/2))

Upon completion, can delete the add-gpmatern52ei branch which contains an implementation on btb v0.2

[1]: Jasper Snoek, Hugo Larochelle, and Ryan P Adams. 2012. Practical bayesian optimization of machine learning algorithms. In NIPS. 2951– 2959.

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