For those that don't know: a Bayesian optimization approach based on Gaussian processes has been implemented in Python by the author of that paper [0]. Here's

For those that don't know: a Bayesian optimization approach based on Gaussian processes has been implemented in Python by the author of that paper [0]. Here's a nice blog post with some information on some problems it can run into in practice [1]. [0]: https://github.com/JasperSnoek/spearmint https://github.com/JasperSnoek/spearmint [1]: http://fastml.com/tuning-hyperparams-automatically-with-spearmint/ http://fastml.com/tuning-hyperparams-automatically-with-spea...