Bayesian Optimization loop: a quick example of the methodology

Antonio Sala, UPV

Difficulty: *** ,       Relevance: ,      Duration: 12:29

Summary:

This video presents an example of the Bayesian Optimization methodology which we outlined in videos [BOmot2EN] and [BOmot3EN]. Code issues are only sparingly mentioned, as later videos will delve into the details and add some refinements.

The video focuses on understanding the Bayesian optimization loop (acquire a sample, update posterior, evaluate acquisition function for next sample), via a simple example using ‘lower confidence bound’ as said acquisition function heuristic.

*Link to my [ whole collection] of videos in English. Link to larger [ Colección completa] in Spanish.