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mrdmnd | 5 years ago

I think Bayesian Optimization is what you're looking for here. There's an internal tool at google ("Vizier") for which a white paper has been published that solves this exact problem. I don't know if there are any public implementations of Vizier but you could probably reverse engineer some of it from the white paper: https://static.googleusercontent.com/media/research.google.c...

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