Beyond Lengthscales: No-regret Bayesian Optimisation With Unknown Hyperparameters Of Any Type.
Juliusz ZiomekMasaki AdachiMichael A. OsbornePublished in: CoRR (2024)
Keyphrases
- hyperparameters
- bayesian inference
- posterior distribution
- gaussian processes
- model selection
- maximum likelihood
- bayesian methods
- cross validation
- closed form
- marginal likelihood
- random sampling
- em algorithm
- bayesian framework
- prior information
- conjugate priors
- gaussian process
- support vector
- noise level
- maximum a posteriori
- sample size
- lower bound
- probability distribution
- incomplete data
- incremental learning
- posterior probability
- parameter estimation
- genetic algorithm
- markov random field
- genetic algorithm ga
- higher order
- probabilistic model
- machine learning
- data sets