What are the applications of Bayesian optimization?

What are the applications of Bayesian optimization?

Bayesian optimization is widely used in hyperparameter tuning for machine learning models, optimizing expensive functions, and in fields like robotics and engineering design.

Can you give me an example of how it's used in machine learning?

Sure! In machine learning, Bayesian optimization can be used to find the best hyperparameters for models like support vector machines or neural networks, improving their performance.

What are the advantages of using Bayesian optimization over other methods?

The main advantages include its efficiency in handling expensive evaluations, ability to incorporate prior knowledge, and providing a probabilistic model of the objective function.

Are there any limitations to Bayesian optimization?

Yes, some limitations include its performance on high-dimensional spaces and the need for a good prior distribution to be effective.