MLBazaar / MLBazaar/BTB

Implement GP/EI tuner with Matern 5/2 kernel

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Dominant language
Python
Stars
176
Forks
40
PR merge metrics
No merged PRs in 30d

Description

The Matern 5/2 kernel was proposed in [1] as a good choice of GP kernel due to several advantageous properties. I propose to implement a GPMatern52EiTuner within btb that uses the Matern 5/2 kernel. (i.e. Matern(nu=5/2))

Upon completion, can delete the add-gpmatern52ei branch which contains an implementation on btb v0.2

[1]: Jasper Snoek, Hugo Larochelle, and Ryan P Adams. 2012. Practical bayesian optimization of machine learning algorithms. In NIPS. 2951– 2959.

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by examining the add-gpmatern52ei branch and the proposed GPMatern52EiTuner entry point. Confirm how the tuner should use scikit-learn's Matern kernel with nu=5/2, and compare the implementation with the current btb version. Done means the tuner is implemented and the old branch can be deleted.

Written by the indexing model from the issue text.

Assessment

Tech stack
python, scikit-learn
Domain
machine-learning
Issue type
Feature
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
45/100

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