[jira] [Issue Comment Deleted] (SYSTEMML-979) Add support for bayesian optimization

["Janardhan (JIRA)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/SYSTEMML-979?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

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)