Bayesian Optimization in Action

Bayesian Optimization in Action teaches you how to build Bayesian Optimisation systems from the ground up. This book transforms state-of-the-art research into usable techniques you can easily put into practice. With a range of illustrations, and concrete examples, this book proves that Bayesian Optimisation doesn't have to be difficult!

For machine learning practitioners confident in maths and statistics.

Bayesian Optimization in Action shows you how to optimise hyperparameter tuning, A/B testing, and other aspects of the machine learning process, by applying cutting-edge Bayesian techniques. Using clear language, Bayesian Optimization helps pinpoint the best configuration for your machine-learning models with speed and accuracy. With a range of illustrations, and concrete examples, this book proves that Bayesian Optimisation doesn't have to be difficult!

Key features include:

• Train Gaussian processes on both sparse and large data sets
• Combine Gaussian processes with deep neural networks to make them flexible and expressive
• Find the most successful strategies for hyperparameter tuning
• Navigate a search space and identify high-performing regions
• Apply Bayesian Optimisation to practical use cases such as cost-constrained, multi-objective, and preference optimisation
• Use PyTorch, GPyTorch, and BoTorch to implement Bayesian optimisation

You will get in-depth insights into how Bayesian optimisation works and learn how to implement it with cutting-edge Python libraries. The book's easy-to-reuse code samples will let you hit the ground running by plugging them straight into your own projects!

About the technology

Experimenting in science and engineering can be costly and time-consuming, especially without a reliable way to narrow down your choices. Bayesian Optimisation helps you identify optimal configurations to pursue in a search space. It uses a Gaussian process and machine learning techniques to model an objective function and quantify the uncertainty of predictions. Whether you're tuning machine learning models, recommending products to customers, or engaging in research, Bayesian Optimisation can help you make better decisions faster.

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