GPflowOpt | Bayesian Optimization using GPflow | Machine Learning library
kandi X-RAY | GPflowOpt Summary
kandi X-RAY | GPflowOpt Summary
GPflowOpt is a python package for Bayesian Optimization using GPflow, and uses TensorFlow. It was initiated and is currently maintained by Joachim van der Herten and Ivo Couckuyt. The full list of contributors (in alphabetical order) is Ivo Couckuyt, Tom Dhaene, James Hensman, Nicolas Knudde, Alexander G. de G. Matthews and Joachim van der Herten. Special thanks also to all GPflow contributors as this package would not be able to exist without their effort.
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Top functions reviewed by kandi - BETA
- Optimized objective function
- Creates an OptimizationResult
- The indices of the objective function
- Evaluate the acquisition
- Builds the acquisition function
- Builds the gradient
- Builds the prediction for the model
- Build the backward variance
- Optimize hyperparameters
- Append two bounds
- Append two values
- Returns a DataHolder
- Set the value of the variable
- Build the acquisition function
- Compute the forward gradient
- Builds an acquisition
- Set the minimum value of the fitness function
- Return the indices of the constraints
- Setup constraints
- Estimate the minimum value for the model
- Setup objective function
- Setup the objective function
- Return an HTML representation of the domain table
- Initializes Gumbel sampling
- Creates a random design matrix
- Returns the feasible data index
- Sets up the paretoImprovement method
GPflowOpt Key Features
GPflowOpt Examples and Code Snippets
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Trending Discussions on GPflowOpt
QUESTION
Does anybody know how quickly the Bayesian Optimization algorithm slows down as a function of the dimension of the search space? What is a good estimate of the maximum dimension that one can reasonably use? I am thinking especially of GPyOpt and GPFlowOpt.
...ANSWER
Answered 2019-May-07 at 11:06As a general rule of thumb, Bayesian optimisation becomes ineffective when the dimension of the search space is > 15. This will obviously depend on volume and utility function landscape. Check https://arxiv.org/abs/1902.10675 for an example of bayesian optimisation coupled with some reversible dimensional reduction (an auto-encoder there).
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