Karlson Pfannschmidt
Karlson Pfannschmidt
## My arxiv-collector version is: 0.4.1 ## Debugging output: arxiv-collector --debug main.tex Building main... .deps already exists... Running ['latexmk', '-silent', '-pdf', '-deps', '-deps-out=.deps-d', 'main'] External Perl missing or outdated. Please...
The [zeus library](https://zeus-mcmc.readthedocs.io/en/latest/index.html) is a recent black-box MCMC library, which looks like it can be a drop-in replacement for emcee. If it results in either (1) faster performance or (2)...
Currently, the library uses scikit-optimize/sklearn as a backend to do Gaussian process computations. These implementations are easy to use and served the library well so far. A big problem is...
In the current implementation, we sample the hyperparameters of the Gaussian process and average across those samples. The training data is fixed. In [BoTorch](https://github.com/pytorch/botorch), the hyperparameters are fixed and the...
https://github.com/kiudee/bayes-skopt/blob/1f77d519c9425158b5b1be99e5e925c6af0b3782/bask/acquisition.py#L215-L257
To make the library more accessible, all the publicly facing methods should be properly documented. In addition example Jupyter notebooks could be beneficial to illustrate how the library is to...
Computation of acquisition functions only on sampled points is problematic in high-dimensional spaces, where the distance to the true optimum (of the acquisition function) will be large on average.
It is possible for users to change the acquisition function manually during an optimization run. Example: ```python from bask import Optimizer from bask.acquisition import PVRS opt = Optimizer(...) opt.acq_func =...
The computation of `tell` can become quite slow when the number of observations grow. Since we optimize slow black-box functions, it would be useful to have a `tell_async` method which...
Rationale ---------- The library currently supports only sequential evaluation of 1 point. When doing parallel hyperparameter optimization on a cluster, it would be beneficial to be able to propose several...