[Zephyr314]

While a lot of Bayesian optimization methods use GPs (MOE, Spearmint, BayesOpt, etc) some use TPEs as well (most notably, hyperopt [0]), and some ensemble these methods and others like SigOpt (YC W15) [1] (disclaimer: I'm one of the founders).

I tried to briefly go over the functional interpretation of GPs in this talk [2], although the book by Rasmussen and Williams does a much more thorough job [3] (free online, check out chapter 2 for this approach).

I'm happy to answer any questions about the differences. If you're a student/academic SigOpt is also completely free [4].

[0]: http://hyperopt.github.io/hyperopt/

[1]: https://sigopt.com/research/

[2]: https://www.youtube.com/watch?v=J6UcAdH54RE&list=PLbSwfqjMfj...

[3]: http://www.gaussianprocess.org/gpml/chapters/RW.pdf

[4]: https://sigopt.com/solution/for-academia

[mlevental]

this person has responded 3 times in this thread with the same links. aren't there rules against shilling?

[sah2ed]

The superfluous posts are now dead. Rules working as intended.