This is a repository for a course Bayesian Optimization, part of Master of Data Science at Barcelona Graduate School of Economics.
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Bayesian optimisation

  • Info: Barcelona Graduate School of Economics, Master of Data Science, 6 hours, part of Topics in Big Data Analytics II course.
  • Description: Provides introduction to Reinforcement Learning, focusing on (contextual) multi-armed bandits, and gives an overview of Bayesian optimization, applying it to hyperparameter optimization of costly models.
  • Offerings: 2016/2017, 2017/2018.
  • Instructor: Hrvoje Stojic

Organization of the repository

Description of the course and other administrative files can be found in organisation folder. However, you will probably care the most about the handouts, you can find these in handouts folder, in the pdf form. These files are generated (usually) from R, using Rmarkdown package; you can find the source files in the source folder. Source files are usually better if you want to copy-paste some of the code, since these are text-files, without any formatting (unlike pdf or html). There is also resources folder where I might put useful things related to the classes - snippets of the code, articles etc. Folder exercises will contain problems sets.


Finally, all the files you find in this folder comes with a license. LICENSE file describes in what ways you can use them further down the line, after the classes are over.