No-regret Bayesian Optimization with Unknown Hyperparameters.
Felix BerkenkampAngela P. SchoelligAndreas KrausePublished in: CoRR (2019)
Keyphrases
- hyperparameters
- bayesian inference
- posterior distribution
- model selection
- gaussian processes
- maximum likelihood
- cross validation
- grid search
- bayesian methods
- parameter optimization
- bayesian framework
- closed form
- random sampling
- noise level
- support vector
- prior information
- marginal likelihood
- gaussian process
- maximum a posteriori
- sample size
- probabilistic model
- em algorithm
- lower bound
- probability distribution
- image processing
- evolutionary algorithm
- bayesian networks
- signal to noise ratio
- generalization ability
- parameter estimation