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Does Mathematica have any Bayesian optimization methods for learning hyper-parameters?

Practical Bayesian Optimization of Machine Learning Algorithms Jasper Snoek, Hugo Larochelle and Ryan P. Adams Advances in Neural Information Processing Systems, 2012

For example, I'm using Whetlab to learn parameters in a computer vision problem. But I'd like to use Mathematica, seems like something that should be supported with all of Version 9's support for gaussian processes right?

Here is an example of bayesian optimization at work:

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marked as duplicate by dr.blochwave, MarcoB, m_goldberg, Sjoerd C. de Vries, C. E. Sep 25 '15 at 22:13

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  • $\begingroup$ or bayesian regression for that matter! $\endgroup$ – M.R. May 27 '15 at 21:32
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    $\begingroup$ There are very few pre-packed Bayesian expressions in Mathematica. I have recommended the book by Phil Gregory in another post ( mathematica.stackexchange.com/questions/66140/… ). It comes with a large Mathematica notebook. $\endgroup$ – Romke Bontekoe May 28 '15 at 5:44