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Janardhan updated SYSTEMML-979: ------------------------------- Comment: was deleted (was: Hi,:) It will be great, if the bayesian optimization is implemented. Please provide some thoughts on how to best proceed on this. also a copy to: [~dusenberrymw] [~prithvi_r_s] [~freiss] [~mboehm7] [~deron] and sorry if I missed out on some one.) > Add support for bayesian optimization > ------------------------------------- > > Key: SYSTEMML-979 > URL: https://issues.apache.org/jira/browse/SYSTEMML-979 > Project: SystemML > Issue Type: New Feature > Components: Algorithms > Reporter: Niketan Pansare > Assignee: Janardhan > Labels: optimization > Fix For: SystemML 1.0 > > Original Estimate: 336h > Time Spent: 702h > Remaining Estimate: 0h > > Main paper: > https://papers.nips.cc/paper/4522-practical-bayesian-optimization-of-machine-learning-algorithms.pdf > supplements: > * selecting the next point to evaluate > [Jasper|http://www.dmi.usherb.ca/~larocheh/publications/gpopt_nips_appendix.pdf] > * sobol sequence generator [P Bratley, BL > Fox|http://dl.acm.org/citation.cfm?id=214372] > * Handling Sparsity via the Horseshoe [Carlos M. > Carvalho|http://ftp.isds.duke.edu/WorkingPapers/09-03.pdf] > *Design document:* http://www.bit.do/systemml-bayesian -- This message was sent by Atlassian JIRA (v6.4.14#64029)