BORE
Jul 1, 2021
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1 min read
BORE is the reference implementation of Bayesian Optimization by Density-Ratio Estimation (Tiao et al., ICML 2021). It recasts the acquisition function in Bayesian optimization as a probabilistic classification problem via density-ratio estimation, sidestepping the analytical-tractability constraints of conventional surrogate-based methods.
Developed with Aaron Klein.
