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Gaussian processes are only one implementation of Bayesian optimization- afaict, you have created another using a different prior which has nicer computational
by Straw 9y ago
Gaussian processes are only one implementation of Bayesian optimization- afaict, you have created another using a different prior which has nicer computational properties, mostly due to assuming the function has little global structure, a reasonable one for tricky optimization problems. I wonder how it would compare to a GP approximation using a space-partitioning data structure, only considering nearby points when calculating sample utility.
- chroem- 9y agoHi there, While it shares a lot of similarities with conventional Bayesian Optimization, I was reluctant to call it BO since it doesn't have a concept of explicit error bounds.