Are we forgetting about compositional optimisers in Bayesian optimisation?

MaRDI QIDQ5159435zbMATH OpenFDO

Authors Antoine Grosnit, Alexander I. Cowen-Rivers, Rasul Tutunov, Ryan-Rhys Griffiths, Jun Wang, Haitham Bou-Ammar

Publication date 27 October 2021

Full work available at URL https://arxiv.org/abs/2012.08240, https://jmlr.csail.mit.edu/papers/v22/20-1422.html

zbMATH Keywords

empirical analysisBayesian optimisationblack box optimisationacquisition functionscompositional optimisation

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Recommendations

• Bayesian optimisation for constrained problems
• An empirical study of Bayesian optimization: acquisition versus partition
• scientific article; zbMATH DE number 7306855
• Survey on Bayesian optimization methodology and applications
• No-regret Bayesian optimization with unknown hyperparameters

Cites work

• scientific article; zbMATH DE number 5284801 (Why is no real title available?)
• scientific article; zbMATH DE number 3487202 (Why is no real title available?)
• scientific article; zbMATH DE number 1274356 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• scientific article; zbMATH DE number 6276119 (Why is no real title available?)
• scientific article; zbMATH DE number 6276166 (Why is no real title available?)
• A Limited Memory Algorithm for Bound Constrained Optimization
• A Sherman–Morrison–Woodbury Identity for Rank Augmenting Matrices with Application to Centering
• A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization
• A Stochastic Approximation Method
• A literature survey of benchmark functions for global optimisation problems
• A stochastic quasi-Newton method for large-scale optimization
• Accelerating Stochastic Composition Optimization
• Adaptive subgradient methods for online learning and stochastic optimization
• Algorithm 778: L-BFGS-B
• An Introduction to Variational Autoencoders
• An experimental comparison of algebraic crossover operators for permutation problems
• Bandit algorithms
• Conditioning of Quasi-Newton Methods for Function Minimization
• Convergence of parameter sensitivity estimates in a stochastic experiment
• Differential-geometrical methods in statistics
• Distributed Newton Method for Large-Scale Consensus Optimization
• Efficient global optimization of expensive black-box functions
• Evolutionary design by computers
• Experimental testing of advanced scatter search designs for global optimization of multimodal functions
• GPflow: a Gaussian process library using TensorFlow
• Gaussian processes for machine learning.
• Global convergence of online limited memory BFGS
• Hyperband
• Hyperband: a novel bandit-based approach to hyperparameter optimization
• Minimizing finite sums with the stochastic average gradient
• Optimization methods for large-scale machine learning
• Optimized relative step size random searches
• Parallel Bayesian global optimization of expensive functions
• Probabilistic data modelling with adaptive TAP mean-field theory
• RES: Regularized Stochastic BFGS Algorithm
• Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions

Cited in

(1)

• A bi-objective optimization based acquisition strategy for batch Bayesian global optimization

Describes a project that uses

Uses Software

• Hyperband
• BoTorch
• GitHub
• GPyTorch
• BOHB
• GPflowOpt
• SMAC
• GloVe
• Adam
• RMSprop
• GPflow
• PyTorch
• Spearmint
• TensorFlow
• SciPy
• UCI
• L-BFGS-B

This page was built for publication: Are we forgetting about compositional optimisers in Bayesian optimisation?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5159435)