SMAC3
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Two new y-transformation approaches
- bilog (log transformations above 0 and below 0)
- Gaussian Copula (ECDF -> quantiles -> Inverse Gaussian CDF)
If everyone is happy with the implementation, I will merge this branch
We will have a look at how these methods perform once we have the new benchmarking fully in place.
The recent HEBO suggests using a PowerTransform from scikit-learn. If you plan to benchmark these two, could you also throw this one in the mix?
Thanks for the pointer. Sure!