Rémi Lafage
Rémi Lafage
Hi thanks for your interest. You have to refer to [the documentation of the crates](https://github.com/relf/egobox?tab=readme-ov-file#the-rust-libraries) or the code examples in the respective `/examples/` folders.
Hi. Could you elaborate? Do you have some suggestions or paper references in mind? At the moment I have just made a straightforward implementation without retaining any state.
Yes each iteration implies a `O(n^3)` cost. So far in the context of my use cases (n~100), it is not a problem. What is it for you? Otherwise I forgot...
I've recently implemented sparse GP methods in the `gp` module which might be suitable for such challenge but I still have to refactor to possibly make it available with `Egor`....
Do you mean beside having n ~ 1e5 samples, your input dimension is 5700?! 😮
In `egobox`, high dimension is handled with PLS reduction technique and I've more or less successfully used it for something like 120-dim inputs but 5700 is definitely another level and...
Closing stale issue, feel free to open a fresh one if needed.
Hi Jasper. Thank you for your sensible feedback. I'll try to address your points. Regarding the sharing, at the moment, the idea is to give SEGO optimizer experts (namely @NatOnera...
FYI, the number of optimizations is limited to 20 per user to avoid possible misuse/abuse of the system, let me know if you need more.