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June 07, 2016


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Thanks for this excellent post.

Besides the clarifications it provides with a very neat example, to what rBayesianOptimization includes in its help file; the new functionality that Max requested to include other searches (random or grid) will help a lot in this complex process of finding the optimum set of parameters for your model.

Kind Regards,

Hi, thanks for this extremely interesting post. I copied all the code that you have and it all worked to a certain point. Just after calling ba_search <- BayesianOptimization(...) I got the following error:

Error in Pred_list[[i]] <- This_Score_Pred$Pred :
attempt to select less than one element in integerOneIndex

Thus it worked for the first round and crashed in the second. Do you have the code clean somewhere? I am using the most recent versions of caret and rBayesianOptimization. Thank your for any comment.

Just as a follow up. I was able to apply the code provided. I just did not use the random draws as starting values but rather let the optimizer choose random initial points. I do something along the following lines. Not using the initial grid but init points only. This works perfect and really improved my tuning. Thank you so much for sharing! Best wishes, Richard

ba_search <- BayesianOptimization(fit_bayes,
bounds = bounds,
#init_grid_dt = initial_grid,
init_points = 10,
n_iter = 30,
acq = "ucb",
kappa = 1,
eps = 0.0,
verbose = TRUE)

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