Practical Bayesian Optimization of Machine Learning …

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Although the EI algorithm performs well in minimization problems, we wish to note that the regret formalization may be more appropriate in some settings. We perform a direct comparison between our EI-based approach and GP-UCB in Section 4.1. 3Practical Considerations for Bayesian Optimization of Hyperparameters

  Optimization, Bayesian, Minimization, Regret, Bayesian optimization