[SciPy-Dev] Gaussian Process hyperparameter tuning

[Daπid]

On 13 March 2016 at 21:28, Jan-Samuel Wagner <x3n0cr4735 at gmail.com> wrote:
> Is anyone busy developing a Gaussian Process strategy for hype-parameter
> tuning? Seems strange there is only GridSearchCV and RandomSearchCV methods
> for sklearn.

The GPy package is pretty feature rich, and more complete than what is
in sklearn.

https://gpy.readthedocs.org/en/master/

They have implemented a gradient descent and a minibatch, and also
many different kernels, sparse GP, etc.