STAT520P: Bayesian Optimization

  • 20 Oct 2023 — 7 Dec 2023
  • Tuesdays and Thursdays, 1:00 — 2:30PM
  • Earth Science Building, Room #4192

Announcements

Schedule

Subject to change; check announcements and Slack!.

Class/Date Class Topic Reading Due Assignment Due
Class 1 (Tues, Oct 24) Introduction, course logistics
Class 2 (Thurs, Oct 26) Gaussian processes Textbook Ch. 1-2
Diagonstic problem set (TeX template) on Friday, Oct 27
Class 3 (Tues, Oct 31) Gaussian processes and kernels Textbook Ch. 3, 9.1 (optional)
Class 4 (Thurs, Nov 2) Decision theory and optimization theory Textbook Ch. 5-6
Class 5 (Tues, Nov 7) Acquisition functions Textbook Ch. 7
Class 6 (Thurs, Nov 9) Implementation details Textbook Ch. 8, 9.2
Class 7 (Tues, Nov 14) Theory Textbook Ch. 10
Class 8 (Thurs, Nov 16) Summary and/or Special Topic (TBD) TBD
Class 9 (Tues, Nov 21) Special Topic (TBD) TBD
Class 10 (Thurs, Nov 23) Special Topic (TBD) TBD
Class 11 (Tues, Nov 28) Special Topic (TBD) TBD
Class 12 (Thurs, Nov 30) Special Topic (TBD) TBD
Class 13 (Tues, Dec 5) Special Topic (TBD) TBD
Class 14 (Thurs, Dec 7) Special Topic (TBD) TBD