Yachen Yan

I'm guessing that you are optimizing at least 4 hyper-parameters. The elapsed time is logging for your CV running. It doesn't count the time for hyper-parameters computing. Since I'm limited...

I'm guessing this might happen during the "Bayesian Optimization" stage but not during "Random Sampling" Stage. Because every time the algorithm think that point in your hyperparameter space is the...

I guess that you are using the latest version of XGBoost. The version number of XGBoost when I wrote this example is even before 0.60. I think you can update...

Please check Issue #9

I have profiled this before, It's because that the GPfit package is slow when you have many hyper-parameters (dimensions). I may try to switch to another faster GP backend later....

The main drawback of BayesianOptimization in term of speed is from GPfit ::GP_fit function. I choose GPfit package at first, because it's the most convenient one to use. I'm trying...

I have checked this package before, and I think this one is the fastest GP package by far. But GauPro doesn't provide kernels for BayesianOptimization and doesn't support user provided...