Welcome to the repository for the Gaussian Processes and Bayesian Optimization course! This course is designed to provide a comprehensive understanding of Gaussian Processes (GPs) and their application in Bayesian Optimization (BO).
Gaussian Processes are a powerful and flexible statistical tool used for regression and classification tasks. They provide a probabilistic framework for modeling complex functions by defining a distribution over functions rather than fitting a single function. This allows us to quantify uncertainty in our predictions. GPs are particularly useful when dealing with small datasets where traditional methods may struggle.
Bayesian Optimization is a strategy for finding the minimum or maximum of an expensive function that is often noisy or has unknown gradients. It utilizes Gaussian Processes as a surrogate model to guide the search for the optimal solution. By iteratively refining this model and focusing on areas of the input space that are likely to yield better results, Bayesian Optimization is particularly effective for optimizing hyperparameters in machine learning models, tuning engineering designs, and other real-world applications where evaluating the objective function is costly.
In this course, you will learn:
- The fundamentals of Gaussian Processes, including kernels, hyperparameters, and inference.
- How to implement Bayesian Optimization using GPs as a surrogate model.
- Practical applications of GPs and BO in real-world problems.
By the end of the course, you will have hands-on experience with GPs and the ability to apply Bayesian Optimization techniques to optimize complex functions.
- Basic knowledge of Python programming.
- Familiarity with machine learning concepts.
- Understanding of probability and statistics will be beneficial.
The course consists of the following modules:
- Introduction to Gaussian Processes
- Gaussian Process Regression
- Kernel Functions and Hyperparameter Tuning
- Bayesian Optimization Fundamentals
- Implementing Bayesian Optimization
- Advanced Topics and Applications
To get started, clone this repository and install the required packages using pip:
git clone https://github.com/yourusername/gaussian-processes-bayesian-optimization.git
cd gaussian-processes-bayesian-optimization
pip install -r requirements.txt- numpy: For numerical calculations and array manipulation.
- scipy: For scientific functions and advanced computation.
- pandas: For data manipulation and analysis.
- matplotlib: For data visualization.
- seaborn: For statistical visualization.
- scikit-learn: For machine learning algorithms and useful tools.
- gpytorch: For working with Gaussian Processes.
- bayesian-optimization: For implementing Bayesian optimization techniques.
- jupyter: For running Jupyter notebooks, which are useful for course presentations
To create the requirements.txtb file, you can simply copy the dependencies above and paste them into a file namedrequirements.txt in the root of your project.
If you are using a virtual environment (like virtualenv or conda), you can also automatically generate a requirements.txt file with the installed packages using:
pip freeze > requirements.txtpip show gpytorch
pip show bayesian-optimization
pip show jupyterjupyter notebookContributions to enhance this course material are welcome! Please submit a pull request or open an issue for any suggestions or improvements.