This video presents an example of the Bayesian Optimization methodology outlined in videos https://youtu.be/y6dNgfuZv60 and https://youtu.be/NymIpCK3Zxg .
Code issues are only sparingly mentioned; later videos will delve into the details and add some refinements.
The video focuses on understanding the (acquire, update posterior, evaluate acquisition function) loop, via a simple example using `lower confidence bound' as the acquisition function heuristic.
________________
PDF/code/notes at: http://personales.upv.es/asala/YT/V/boloop1EN.html
#statistics #bayesianoptimization #gaussian
_________________
Antonio Sala, UPV
University lectures
Full collection of videos at: http://personales.upv.es/asala/YT/indexEN.html
