This repository was archived by the owner on Feb 28, 2024. It is now read-only.
This repository was archived by the owner on Feb 28, 2024. It is now read-only.
Tune the hyperparameters of the Gaussian kernel #45
Description
According to the talk with @glouppe on chat, in https://github.com/MechCoder/scikit-optimize/pull/38 the length scale of the kernel has been fixed to be 1.0 . We should either
- Tune the hyperparameter by maximizing the log likelihood function and get a point estimate of this value as done before. (which does not seem to work) (or)
- Maximize the value of the integrated acquisition function across all hyperparameters.