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From "Janardhan (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (SYSTEMML-979) Add support for bayesian optimization
Date Mon, 10 Jul 2017 19:17:00 GMT

    [ https://issues.apache.org/jira/browse/SYSTEMML-979?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16080918#comment-16080918
] 

Janardhan commented on SYSTEMML-979:
------------------------------------

Hi,:)

It will be great, if the bayesian optimization is implemented. Please provide some thoughts
on how to best proceed on this.

also a copy to: [~dusenberrymw] [~prithvi_r_s] [~freiss] [~mboehm7] [~deron] and sorry if
I missed out on some one.

> Add support for bayesian optimization
> -------------------------------------
>
>                 Key: SYSTEMML-979
>                 URL: https://issues.apache.org/jira/browse/SYSTEMML-979
>             Project: SystemML
>          Issue Type: New Feature
>          Components: Algorithms
>            Reporter: Niketan Pansare
>            Assignee: Janardhan
>
> Main paper: https://papers.nips.cc/paper/4522-practical-bayesian-optimization-of-machine-learning-algorithms.pdf
> supplements: 
> *  selecting the next point to evaluate [Jasper|http://www.dmi.usherb.ca/~larocheh/publications/gpopt_nips_appendix.pdf]
> *  sobol sequence generator [P Bratley, BL Fox|http://dl.acm.org/citation.cfm?id=214372]
> *  Handling Sparsity via the Horseshoe [Carlos M. Carvalho|http://ftp.isds.duke.edu/WorkingPapers/09-03.pdf]



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