Xavier Holt edited Bayesian_Optimisation_over_the_Hyperparameters__.md  over 8 years ago

Commit id: 3137650de90a0644407fecdfa4582a11cc8d7731

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\mathbf{x}_{n+1} = \text{argmax}_{\mathbf{x}} \sigma(\mathbf{x}) \left(\gamma(\mathbf{x})\Phi(\gamma(\mathbf{x})) + \mathcal{N}(\gamma(\mathbf{x}), \mathbf{I})\right))  \]  Where \(\gamma( \mathbf{x} ) := \left( f ( \mathbf{x}_\text{best}) - \mu(\mathbf{x})\right) \\ / \\ \sigma(\mathbf{x}) \). Thanks to the assumption of normality, this value This  is solvable analytically. analytically given Guassian priors \cite{snoek2012practical}.