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I don't think they directly relate. The premise of the paper seems quite an interesting one and anything that can encodes prior knowledge about the objective fu
by steviedc 9y ago
I don't think they directly relate. The premise of the paper seems quite an interesting one and anything that can encodes prior knowledge about the objective function while improving the convergence rate is always welcomed, particularly when it is expensive to evaluate.
In terms of my original comment I was referring to standard Bayesian Opt (GP) and my experiences with convergence rates when optimising applications. In these algorithms the kernel underlies the accuracy of future predictions and it is important that is reflects the configuration space. For the majority (if not all) applications the parameter space will consist of continuous and categorical parameters. It is vital that the kernel or choices of kernels over various dimensions encodes the structure of these encoded variables.
- elcritch 9y agoOk, thanks for the feedback! It's good to know to keep an eye out for the choice of kernel (esp. continuous vs categorical) with respect to the structure of the encoded variables. I've been tossing around ideas in particular for how to encode PID feedback control set points, but I'm still befuddled as to what kernel's to use which would give good convergence rates. It feels like it should be something straightforward, but just haven't cracked it yet. Granted, thats only after haphazardly reviewing the literature.