Consider using Gaussian process optimization as a learner

[jbweston]

(original issue on GitLab)

opened by Anton Akhmerov (@anton-akhmerov) at 2017-10-01T11:26:36.054Z

We should check out this cool project: Bayesian optimization. I suspect it secretly hides an N^3 fitting cost, but it's an interesting approach to consider.

[jbweston]

originally posted by Bas Nijholt (@basnijholt) at 2018-07-18T18:01:39.132Z on GitLab

@anton-akhmerov we have the SKOptLearner now, so can this issue be closed?

[jbweston]

originally posted by Anton Akhmerov (@anton-akhmerov) at 2018-07-19T06:05:37.015Z on GitLab

Yep, absolutely!