Advanced34 min
Bayesian Optimisation
Surrogate models over expensive objectives, Gaussian process posteriors, and the EI, UCB and Thompson acquisition functions.
Not yet written
This lesson is on the syllabus but has no text yet
The full curriculum is published up front so you can see the whole route and its dependencies. Lessons are being written in curriculum order.
What it will cover
- Bayesian optimisation
- Gaussian process
- acquisition function
- expected improvement