/Bayes-Optimization

A lightweight MATLAB implementation of Bayesian Optimization for Hyperparamter optimization with or without constraints.

Primary LanguageMatlabGNU General Public License v3.0GPL-3.0

README

BayesOpt.m is a lightweight MATLAB implementation of Bayesian Optimization for Hyperparamter optimization with or without constraints. Please see the documentation in the repository for details.

Acknowledge

Google Vizier: A Service for Black-Box Optimization

CSE 515T: Bayesian Methods in Machine Learning – Spring 2017

Gaussian Processes for Machine Learning

Practical Bayesian Optimization of Machine Learning Algorithms [Jasper Snoek, Hugo Larochelle, Ryan P. Adams] (Advances in neural information processing systems (NIPS). 2012)