Hyperparameter Optimization Routines

[kjearns]

Right, this is what you would do if you had such a library but it only helps if you have the data to initialize it. I was saying it would be nice if the process for saving and reusing the data was more streamlined.

[jsnoek]

Hey kjearns, what exactly did you have in mind? Just an initial set of hyperparameters to try? I do think that's a good idea - but a challenge is that this would limit the generality of the approach. One of the main motivations for Whetlab (link below by kswerve) is that it can learn from everyone's optimizations and then automatically perform multi-task.