Raghuram Shankar
← Bayesian Optimization

Part 7 · Keep Learning

Build it yourself (transfer)

The repo contains a tutorial at tutorials/bayesian-optimization/: a numpy skeleton of everything the maths sections derived — the RBF kernel, the GP posterior, closed-form EI, UCB, and the full BO loop — with implementations replaced by TODOs and a pytest suite that knows the right answers (exact values from the quizzes, plus an integration test where your loop must beat random search):

cd tutorials/bayesian-optimization
python3 -m pytest -q        # red until your implementations are right

When the suite is green you have not read Bayesian optimization — you have written it. Stuck on one function? solutions/ has a reference; peek at one function, not the file.