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GBRT based minimization #24

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MechCoder opened this issue Mar 28, 2016 · 3 comments
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GBRT based minimization #24

MechCoder opened this issue Mar 28, 2016 · 3 comments
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GBRT now returns the quantiles. We can get a naive approximation to the std by subtracting the 68th quantile from the 50th quantile and feeding it to the acquistion functions.
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@betatim

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betatim commented Mar 29, 2016

I will work on this.

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Just curious, are there methods that use GBRT's already? If not is it possible we could publish something?

@betatim betatim mentioned this issue Mar 29, 2016
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holgern added a commit that referenced this issue Feb 11, 2020
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Merge pull request #24 from scikit-optimize/master
59b7744 
Merge upstream changes
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@glouppe @betatim @MechCoder