• Corpus ID: 237353100

Approximate Bayesian Optimisation for Neural Networks

@article{Hassen2021ApproximateBO,
  title={Approximate Bayesian Optimisation for Neural Networks},
  author={Nadhir Hassen and Irina Rish},
  journal={ArXiv},
  year={2021},
  volume={abs/2108.12461}
}
A body of work has been done to automate machine learning algorithms and to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide range of real-world applications. Bayesian optimisation (BO) uses a black-box optimisation methods to propose solutions according to an exploration-exploitation trade-off criterion through acquisition functions. BO framework imposes two key ingredients: a… 

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