Bayesian linear regression with a geometric fix matches state-of-the-art high-dimensional Bayesian optimization on 60-6000 dimensional tasks and scales linearly with large datasets.
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We Still Don't Understand High-Dimensional Bayesian Optimization
Bayesian linear regression with a geometric fix matches state-of-the-art high-dimensional Bayesian optimization on 60-6000 dimensional tasks and scales linearly with large datasets.