Hyperparameter Learning via Distributional Transfer

Ho Chung Law, Peilin Zhao, Leung Sing Chan, Junzhou Huang, Dino Sejdinovic

Neural Information Processing Systems 

Bayesian optimisation is a popular technique for hyperparameter learning but typically requires initial exploration even in cases where similar prior tasks have been solved. We propose to transfer information across tasks using learnt representations of training datasets used in those tasks.