Entropy Minimization for Optimization of Expensive, Unimodal Functions
From MaRDI portal
Abstract: Maximization of an expensive, unimodal function under random observations has been an important problem in hyperparameter tuning. It features expensive function evaluations (which means small budgets) and a high level of noise. We develop an algorithm based on entropy reduction of a probabilistic belief about the optimum. The algorithm provides an efficient way of estimating the computationally intractable surrogate objective in the general Entropy Search algorithm by leveraging a sampled belief model and designing a metric that measures the information value of any search point.
This page was built for publication: Entropy Minimization for Optimization of Expensive, Unimodal Functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6427278)
