Bayesian Optimization for Heteroscedastic time series
Bayesian Optimization with Surrogate Models
By Nadhir Hassen in Bayesian optimization Hyperparameter optimization
May 31, 2021
Date
May 31, 2021
Time
9:30 AM
Event
Description
Explore how to handle non-linear transformations in a heteroscedastic time series settings, this will avoid Multi-objectivity conflicts and enables a consensus among various acquisition functions through a Pareto-frontier.
- Posted on:
- May 31, 2021
- Length:
- 1 minute read, 33 words
- Categories:
- Bayesian optimization Hyperparameter optimization
- See Also: