8 accepted papers
Information-theoretic acquisition functions such as Entropy Search (ES) offer a principled exploration–exploitation framework for Bayesian optimization (BO). However, their practical implementation relies on complicated and slow approximations, i.e., a Monte Carlo estimation of the information gain.…
Bayesian Optimization (BO) is a widely used method for optimizing expensive black-box functions, relying on probabilistic surrogate models such as Gaussian Processes (GPs). The quality of the surrogate model is crucial for good optimization performance, especially in the few-shot setting where only…
The optimization of expensive-to-evaluate black-box functions is prevalent in various scientific disciplines. Bayesian optimization is an automatic, general and sample-efficient method to solve these problems with minimal knowledge of the the underlying function dynamics. However, the ability of Bay…
High-dimensional optimization problems have long been considered the Achilles' heel of Bayesian optimization algorithms. Spurred by the curse of dimensionality, a large collection of algorithms aim to make BO more performant in this setting, commonly by imposing various simplifying assumptions on th…
Hyperparameters of Deep Learning (DL) pipelines are crucial for their downstream performance. While a large number of methods for Hyperparameter Optimization (HPO) have been developed, their incurred costs are often untenable for modern DL. Consequently, manual experimentation is still the most pre…
Gaussian processes are the model of choice in Bayesian optimization and active learning. Yet, they are highly dependent on cleverly chosen hyperparameters to reach their full potential, and little effort is devoted to finding good hyperparameters in the literature. We demonstrate the impact of selec…
Bayesian optimization (BO) has become an established framework and popular tool for hyperparameter optimization (HPO) of machine learning (ML) algorithms. While known for its sample-efficiency, vanilla BO can not utilize readily available prior beliefs the practitioner has on the potential location…
Information-theoretic Bayesian optimization techniques have become popular for optimizing expensive-to-evaluate black-box functions due to their non-myopic qualities. Entropy Search and Predictive Entropy Search both consider the entropy over the optimum in the input space, while the recent Max-valu…