ardaegeunlu / contextual-gaussian-process-bandit-optimization Goto Github PK
View Code? Open in Web Editor NEWSimple implementation of the CGP-UCB algorithm.
License: MIT License
contextual-gaussian-process-bandit-optimization's Issues
There is only one kernel function in this repo
It seems that we only use single RBF kernel on the actions here, but CGP-UCB requires two different kernel functions k_z :Z×Z→R and k_s : S × S → R on the space of contexts and actions, and use them to derive the kernel on the product space.
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