INFORMS TutORial: Bayesian Optimization
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INFORMS TutORial: Bayesian Optimization
By Peter Frazier | Bayesian optimization is widely used for tuning deep neural networks and optimizing other black-box objective functions that take a long time to evaluate. In this tutorial, we describe how Bayesian optimization works, including the Bayesian machine learning model it uses to model the objective function, Gaussian process ...
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