BriefGPT.xyz
Sep, 2010
贝叶斯优化的组合配置
Hedging Strategies for Bayesian Optimization
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Eric Brochu, Matthew Hoffman, Nando de Freitas
TL;DR
本文通过采用在线多臂赌博策略，采用多种参数化的收购功能组合（其中最佳的是GP-Hedge），优于使用单一收购方法，提高了排序算法的性能，并提供了算法性能的理论界限。
Abstract
bayesian optimization
with
gaussian processes
has become an increasingly popular tool in the machine learning community. It is efficient and can be used when very little is known about the objective function, mak
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