Finding p(θ|D) in bo torch #2890
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MatthewCulbert343
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Hello, I am very new to Bayesian optimization. I am trying to sample the posterior probability distribution of a set of hyperparameters for some given data {p(θ|D) where θ is the hyperparameters of the model and D is the training data}. From my understanding: p(θ|D) = p(D|θ)p(θ). Where p(D|θ) is the likelihood function given by ExactMarginalLogLikelihood on a single task GP model and p(θ) is some prior (I am using a uniform distribution). My sampler is exhibiting some strange behavior, so I wanted to check if there were issues with my botorch code snippet. Does the following code setup the p(θ|D) distribution correctly? If not, what should I change?
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