A tutorial on Bayesian optimization of expensive cost functions, with application to active user modeling and hierarchical reinforcement learning

E Brochu, VM Cora, N De Freitas - ar** for Bayesian optimization of non-stationary functions
J Snoek, K Swersky, R Zemel… - … conference on machine …, 2014 - proceedings.mlr.press
Bayesian optimization has proven to be a highly effective methodology for the global
optimization of unknown, expensive and multimodal functions. The ability to accurately …

The variational Gaussian process

D Tran, R Ranganath, DM Blei - arxiv preprint arxiv:1511.06499, 2015 - arxiv.org
Variational inference is a powerful tool for approximate inference, and it has been recently
applied for representation learning with deep generative models. We develop the variational …