Implement Priors from "Vanilla Bayesian Optimization Performs Great in High Dimensions" #402
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That's a great idea! I will have a look. |
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Anything missing fore merging it in? Or do you need a bit more time for review? |
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This PR implements the dimensionality scaled priors from the paper "Vanilla Bayesian Optimization Performs Great in High Dimensions" from Hvarfner et al. (https://arxiv.org/pdf/2402.02229) This is also a nice blogpost regarding the method: https://www.miguelgondu.com/blogposts/2024-03-16/when-does-vanilla-gpr-fail/
Probably, I will set the prior also as new default.