Gaussian Processes

An Illustrated Guide to the Knowledge Gradient Acquisition Function

A short illustrated reference guide to the Knowledge Gradient acquisition function with an implementation from scratch in TensorFlow Probability.

Model-based Asynchronous Hyperparameter and Neural Architecture Search

We introduce a model-based asynchronous multi-fidelity method for hyperparameter and neural architecture search that combines the strengths of asynchronous Hyperband and Gaussian process-based Bayesian optimization. At the heart of our method is a …

A Handbook for Sparse Variational Gaussian Processes

A summary of notation, identities and derivations for the sparse variational Gaussian process (SVGP) framework.