Bayesian optimization: Theory and practice with Python

• Main Author: LIU, Peng
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2023
• Subjects: Machine learning; Bayesian optimization; Categorical Data Analysis; Finance and Financial Management
• Online Access: https://ink.library.smu.edu.sg/lkcsb_research/7201
• Institution: Singapore Management University

This book covers the essential theory and implementation of popular Bayesian optimization techniques in an intuitive and well-illustrated manner. The techniques covered in this book will enable you to better tune the hyperparemeters of your machine learning models and learn sample-efficient approaches to global optimization. The book begins by introducing different Bayesian Optimization (BO) techniques, covering both commonly used tools and advanced topics. It follows a “develop from scratch” method using Python, and gradually builds up to more advanced libraries such as BoTorch, an open-source project introduced by Facebook recently. Along the way, you’ll see practical implementations of this important discipline along with thorough coverage and straightforward explanations of essential theories.