Torch implementation of the Deep Network for Global Optimization (DNGO)
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README.md
torch-dngo.ipynb
torch-dngo.lua

README.md

torch-dngo

Quick and dirty torch implementation of the network featured in Scalable Bayesian optimization using deep neural networks by Snoek et al. (ICML 2015).

Note on hyperparameters: the alpha and beta hypers are neither fit or inferred here because the marginal likelihood (Eq. 8) and its gradient still needs to be implemented.