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From "Janardhan (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (SYSTEMML-979) Add support for bayesian optimization
Date Sat, 02 Sep 2017 10:24:00 GMT

     [ https://issues.apache.org/jira/browse/SYSTEMML-979?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Janardhan updated SYSTEMML-979:
-------------------------------
    Description: 
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]

Design document: http://www.bit.do/systemml-bayesian

  was:
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]


> 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
>              Labels: optimization
>             Fix For: SystemML 1.0
>
>   Original Estimate: 336h
>  Remaining Estimate: 336h
>
> 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]
> Design document: http://www.bit.do/systemml-bayesian



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