Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO by transferring knowledge across multiple related black-box functions. In this work, we introduce a method to automatically design the BO search space by relying on evaluations of previous black-box functions. We depart from the common practice of defining a set of arbitrary search ranges a priori by considering search space geometries that are learned from historical data. This simple, yet effective strategy can be used to endow many existing BO methods with transfer learning properties. Despite its simplicity, we show that our approach considerably boosts BO by reducing the size of the search space, thus accelerating the optimization of a variety of black-box optimization problems. In particular, the proposed approach combined with random search results in a parameter-free, easy-to-implement, robust hyperparameter optimization strategy. We hope it will constitute a natural baseline for further research attempting to warm-start BO.
Deep learning models are full of hyperparameters, which are set manually before the learning process can start. To find the best configuration for these hyperparameters in such a high dimensional space, with time-consuming and expensive model training / validation, is not a trivial challenge. Bayesian optimization is a powerful tool for the joint optimization of hyperparameters, efficiently trading off exploration and exploitation of the hyperparameter space. In this paper, we discuss Bayesian hyperparameter optimization, including hyperparameter optimization, Bayesian optimization, and Gaussi…
We propose an algorithm for a family of optimization problems where the objective can be decomposed as a sum of functions with monotonicity properties. The motivating problem is optimization of hyperparameters of machine learning algorithms, where we argue that the objective, validation error, can be decomposed as monotonic functions of the hyperparameters. Our proposed algorithm adapts Bayesian optimization methods to incorporate the monotonicity constraints. We illustrate the advantages of exploiting monotonicity using illustrative examples and demonstrate the improvements in optimization ef…
In this paper we develop a Bayesian optimization based hyperparameter tuning framework inspired by statistical learning theory for classifiers. We utilize two key facts from PAC learning theory; the generalization bound will be higher for a small subset of data compared to the whole, and the highest accuracy for a small subset of data can be achieved with a simple model. We initially tune the hyperparameters on a small subset of training data using Bayesian optimization. While tuning the hyperparameters on the whole training data, we leverage the insights from the learning theory to seek more …
Leibniz University Hannover（莱布尼茨汉诺威大学）；University of Freiburg（弗莱堡大学）；Bosch Center for Artificial Intelligence（博世人工智能中心）
Algorithm parameters, in particular hyperparameters of machine learning algorithms, can substantially impact their performance. To support users in determining well-performing hyperparameter configurations for their algorithms, datasets and applications at hand, SMAC3 offers a robust and flexible framework for Bayesian Optimization, which can improve performance within a few evaluations. It offers several facades and pre-sets for typical use cases, such as optimizing hyperparameters, solving low dimensional continuous (artificial) global optimization problems and configuring algorithms to perf…
Pohang University of Science and Technology（浦项科技大学）；AITRICS
Hyperparameter optimization aims to find the optimal hyperparameter configuration of a machine learning model, which provides the best performance on a validation dataset. Manual search usually leads to get stuck in a local hyperparameter configuration, and heavily depends on human intuition and experience. A simple alternative of manual search is random/grid search on a space of hyperparameters, which still undergoes extensive evaluations of validation errors in order to find its best configuration. Bayesian optimization that is a global optimization method for black-box functions is now popu…
ETH Zurich（苏黎世联邦理工学院）；University of Toronto（多伦多大学）
Bayesian optimization (BO) based on Gaussian process models is a powerful paradigm to optimize black-box functions that are expensive to evaluate. While several BO algorithms provably converge to the global optimum of the unknown function, they assume that the hyperparameters of the kernel are known in advance. This is not the case in practice and misspecification often causes these algorithms to converge to poor local optima. In this paper, we present the first BO algorithm that is provably no-regret and converges to the optimum without knowledge of the hyperparameters. During optimization we…
Hyperparameters play a critical role in the performances of many machine learning methods. Determining their best settings or Hyperparameter Optimization (HPO) faces difficulties presented by the large number of hyperparameters as well as the excessive training time. In this paper, we develop an effective approach to reducing the total amount of required training time for HPO. In the initialization, the nested Latin hypercube design is used to select hyperparameter configurations for two types of training, which are, respectively, heavy training and light training. We propose a truncated addit…
Convolutional Neural Network is known as ConvNet have been extensively used in many complex machine learning tasks. However, hyperparameters optimization is one of a crucial step in developing ConvNet architectures, since the accuracy and performance are reliant on the hyperparameters. This multilayered architecture parameterized by a set of hyperparameters such as the number of convolutional layers, number of fully connected dense layers & neurons, the probability of dropout implementation, learning rate. Hence the searching the hyperparameter over the hyperparameter space are highly difficul…
Ludwig-Maximilians-Universität München（慕尼黑大学）；Leibniz University Hannover（汉诺威莱布尼茨大学）
Despite all the benefits of automated hyperparameter optimization (HPO), most modern HPO algorithms are black-boxes themselves. This makes it difficult to understand the decision process which leads to the selected configuration, reduces trust in HPO, and thus hinders its broad adoption. Here, we study the combination of HPO with interpretable machine learning (IML) methods such as partial dependence plots. These techniques are more and more used to explain the marginal effect of hyperparameters on the black-box cost function or to quantify the importance of hyperparameters. However, if such m…
The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence. Traditional tuning algorithms only consider the final performance of hyperparameters acquired after many expensive iterations and ignore intermediate information from earlier training steps. In this paper, we present a Bayesian optimization (BO) approach which exploits the iterative structure of learning algorithms for efficient hyperparameter tuning. We pro…
University of Cambridge（剑桥大学）；The Alan Turing Institute（艾伦·图灵研究所）
Learning in Gaussian Process models occurs through the adaptation of hyperparameters of the mean and the covariance function. The classical approach entails maximizing the marginal likelihood yielding fixed point estimates (an approach called \textit{Type II maximum likelihood} or ML-II). An alternative learning procedure is to infer the posterior over hyperparameters in a hierarchical specification of GPs we call \textit{Fully Bayesian Gaussian Process Regression} (GPR). This work considers two approximation schemes for the intractable hyperparameter posterior: 1) Hamiltonian Monte Carlo (HMC…
Modern deep learning methods are very sensitive to many hyperparameters, and, due to the long training times of state-of-the-art models, vanilla Bayesian hyperparameter optimization is typically computationally infeasible. On the other hand, bandit-based configuration evaluation approaches based on random search lack guidance and do not converge to the best configurations as quickly. Here, we propose to combine the benefits of both Bayesian optimization and bandit-based methods, in order to achieve the best of both worlds: strong anytime performance and fast convergence to optimal configuratio…
University of Freiburg（弗赖堡大学）；Bosch Center for Artificial Intelligence（博世人工智能中心）
Hyperparameter optimization and neural architecture search can become prohibitively expensive for regular black-box Bayesian optimization because the training and evaluation of a single model can easily take several hours. To overcome this, we introduce a comprehensive tool suite for effective multi-fidelity Bayesian optimization and the analysis of its runs. The suite, written in Python, provides a simple way to specify complex design spaces, a robust and efficient combination of Bayesian optimization and HyperBand, and a comprehensive analysis of the optimization process and its outcomes.
Many contemporary machine learning models require extensive tuning of hyperparameters to perform well. A variety of methods, such as Bayesian optimization, have been developed to automate and expedite this process. However, tuning remains extremely costly as it typically requires repeatedly fully training models. We propose to accelerate the Bayesian optimization approach to hyperparameter tuning for neural networks by taking into account the relative amount of information contributed by each training example. To do so, we leverage importance sampling (IS); this significantly increases the qua…
University of Freiburg（弗赖堡大学）；Bosch Center for Artificial Intelligence（博世人工智能中心）
Bayesian Optimization (BO) is a common approach for hyperparameter optimization (HPO) in automated machine learning. Although it is well-accepted that HPO is crucial to obtain well-performing machine learning models, tuning BO's own hyperparameters is often neglected. In this paper, we empirically study the impact of optimizing BO's own hyperparameters and the transferability of the found settings using a wide range of benchmarks, including artificial functions, HPO and HPO combined with neural architecture search. In particular, we show (i) that tuning can improve the any-time performance of …
Université Laval（拉瓦尔大学）；École de technologie supérieure（高等技术学院）
In this paper, we bridge the gap between hyperparameter optimization and ensemble learning by performing Bayesian optimization of an ensemble with regards to its hyperparameters. Our method consists in building a fixed-size ensemble, optimizing the configuration of one classifier of the ensemble at each iteration of the hyperparameter optimization algorithm, taking into consideration the interaction with the other models when evaluating potential performances. We also consider the case where the ensemble is to be reconstructed at the end of the hyperparameter optimization phase, through a gree…
Indian Institute of Technology Gandhinagar（甘地纳格尔印度理工学院）；Northeastern University（东北大学）；Pacific Northwest National Laboratory（太平洋西北国家实验室）
Advances in neural architecture search, as well as explainability and interpretability of connectionist architectures, have been reported in the recent literature. However, our understanding of how to design Bayesian Deep Learning (BDL) hyperparameters, specifically, the depth, width and ensemble size, for robust function mapping with uncertainty quantification, is still emerging. This paper attempts to further our understanding by mapping Bayesian connectionist representations to polynomials of different orders with varying noise types and ratios. We examine the noise-contaminated polynomials…
Bayesian optimisation (BO) uses probabilistic surrogate models - usually Gaussian processes (GPs) - for the optimisation of expensive black-box functions. At each BO iteration, the GP hyperparameters are fit to previously-evaluated data by maximising the marginal likelihood. However, this fails to account for uncertainty in the hyperparameters themselves, leading to overconfident model predictions. This uncertainty can be accounted for by taking the Bayesian approach of marginalising out the model hyperparameters. We investigate whether a fully-Bayesian treatment of the Gaussian process hyperp…
The performance of deep neural networks crucially depends on good hyperparameter configurations. Bayesian optimization is a powerful framework for optimizing the hyperparameters of DNNs. These methods need sufficient evaluation data to approximate and minimize the validation error function of hyperparameters. However, the expensive evaluation cost of DNNs leads to very few evaluation data within a limited time, which greatly reduces the efficiency of Bayesian optimization. Besides, the previous researches focus on using the complete evaluation data to conduct Bayesian optimization, and ignore …
University of Freiburg（弗莱堡大学）；Max Planck Institute for Intelligent Systems（马克斯·普朗克智能系统研究所）
Bayesian optimization has become a successful tool for hyperparameter optimization of machine learning algorithms, such as support vector machines or deep neural networks. Despite its success, for large datasets, training and validating a single configuration often takes hours, days, or even weeks, which limits the achievable performance. To accelerate hyperparameter optimization, we propose a generative model for the validation error as a function of training set size, which is learned during the optimization process and allows exploration of preliminary configurations on small subsets, by ex…
University of Milano-Bicocca（米兰比可卡大学）；OAKS srl（OAKS有限责任公司）
There is a consensus that focusing only on accuracy in searching for optimal machine learning models amplifies biases contained in the data, leading to unfair predictions and decision supports. Recently, multi-objective hyperparameter optimization has been proposed to search for machine learning models which offer equally Pareto-efficient trade-offs between accuracy and fairness. Although these approaches proved to be more versatile than fairness-aware machine learning algorithms -- which optimize accuracy constrained to some threshold on fairness -- they could drastically increase the energy …
Bayesian optimization is popular for optimizing time-consuming black-box objectives. Nonetheless, for hyperparameter tuning in deep neural networks, the time required to evaluate the validation error for even a few hyperparameter settings remains a bottleneck. Multi-fidelity optimization promises relief using cheaper proxies to such objectives --- for example, validation error for a network trained using a subset of the training points or fewer iterations than required for convergence. We propose a highly flexible and practical approach to multi-fidelity Bayesian optimization, focused on effic…
With the surge in the number of hyperparameters and training times of modern machine learning models, hyperparameter tuning is becoming increasingly expensive. However, after assessing 40 tuning methods systematically, we find that each faces certain limitations. In particular, methods that speed up tuning via knowledge transfer typically require the final performance of hyperparameters and do not focus on low-fidelity information. As we demonstrate empirically, this common practice is suboptimal and can incur an unnecessary use of resources. It is more cost-efficient to instead leverage low-f…
We extend the standard Bayesian multivariate Gaussian generative data classifier by considering a generalization of the conjugate, normal-Wishart prior distribution and by deriving the hyperparameters analytically via evidence maximization. The behaviour of the optimal hyperparameters is explored in the high-dimensional data regime. The classification accuracy of the resulting generalized model is competitive with state-of-the art Bayesian discriminant analysis methods, but without the usual computational burden of cross-validation.
Bayesian Optimization is the state of the art technique for the optimization of black boxes, i.e., functions where we do not have access to their analytical expression nor its gradients, they are expensive to evaluate and its evaluation is noisy. The most popular application of bayesian optimization is the automatic hyperparameter tuning of machine learning algorithms, where we obtain the best configuration of machine learning algorithms by optimizing the estimation of the generalization error of these algorithms. Despite being applied with success, bayesian optimization methodologies also hav…
UT-Battelle, LLC（UT-巴特尔有限责任公司）；U.S. Department of Energy（美国能源部）
Unsupervised and semi-supervised ML methods such as variational autoencoders (VAE) have become widely adopted across multiple areas of physics, chemistry, and materials sciences due to their capability in disentangling representations and ability to find latent manifolds for classification and regression of complex experimental data. Like other ML problems, VAEs require hyperparameter tuning, e.g., balancing the Kullback Leibler (KL) and reconstruction terms. However, the training process and resulting manifold topology and connectivity depend not only on hyperparameters, but also their evolut…
Amazon Web Services（亚马逊云科技）；Carnegie Mellon University（卡内基梅隆大学）
Given the increasing importance of machine learning (ML) in our lives, several algorithmic fairness techniques have been proposed to mitigate biases in the outcomes of the ML models. However, most of these techniques are specialized to cater to a single family of ML models and a specific definition of fairness, limiting their adaptibility in practice. We introduce a general constrained Bayesian optimization (BO) framework to optimize the performance of any ML model while enforcing one or multiple fairness constraints. BO is a model-agnostic optimization method that has been successfully applie…
Twitter（推特）；Facebook（脸书）；SigOpt, an Intel company（SigOpt（英特尔公司旗下））；Valohai；Paradigm（第四范式）；ChaLearn
This paper presents the results and insights from the black-box optimization (BBO) challenge at NeurIPS 2020 which ran from July-October, 2020. The challenge emphasized the importance of evaluating derivative-free optimizers for tuning the hyperparameters of machine learning models. This was the first black-box optimization challenge with a machine learning emphasis. It was based on tuning (validation set) performance of standard machine learning models on real datasets. This competition has widespread impact as black-box optimization (e.g., Bayesian optimization) is relevant for hyperparamete…
We propose Bayesian extensions of two nonparametric regression methods which are kernel and mutual $k$-nearest neighbor regression methods. Derived based on Gaussian process models for regression, the extensions provide distributions for target value estimates and the framework to select the hyperparameters. It is shown that both the proposed methods asymptotically converge to kernel and mutual $k$-nearest neighbor regression methods, respectively. The simulation results show that the proposed methods can select proper hyperparameters and are better than or comparable to the former methods for…
School of Engineering, University of Warwick, UK（华威大学工程学院，英国）；Warwick Center for Predictive Modelling, University of Warwick, UK（华威大学预测建模中心，英国）；Department of Statistics, University of Warwick, UK（华威大学统计系，英国）；Division of Translational Medicine, Warwick Medical School, UK（华威医学院转化医学部，英国）；Dept of Clinical Biochemistry, Division of Pathology, University Hospital Coventry and Warwickshire, Coventry, UK（考文垂和华威郡大学医院病理学部临床生物化学系，考文垂，英国）
We introduce a Bayesian framework for inference with a supervised version of the Gaussian process latent variable model. The framework overcomes the high correlations between latent variables and hyperparameters by using an unbiased pseudo estimate for the marginal likelihood that approximately integrates over the latent variables. This is used to construct a Markov Chain to explore the posterior of the hyperparameters. We demonstrate the procedure on simulated and real examples, showing its ability to capture uncertainty and multimodality of the hyperparameters and improved uncertainty quanti…
Carnegie Mellon University（卡内基梅隆大学）；University of Washington（华盛顿大学）；Google Research（谷歌研究院）；Determined AI
Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While recent approaches use Bayesian optimization to adaptively select configurations, we focus on speeding up random search through adaptive resource allocation and early-stopping. We formulate hyperparameter optimization as a pure-exploration non-stochastic infinite-armed bandit problem where a predefined resource like iterations, data samples, or features is allocated to randomly sampled configurations. We introduce a novel algorithm, Hyperband, for this framework and analyze its theo…
The University of Sydney（悉尼大学）；CSIRO（澳大利亚联邦科学与工业研究组织）；NVIDIA（英伟达）
In likelihood-free settings where likelihood evaluations are intractable, approximate Bayesian computation (ABC) addresses the formidable inference task to discover plausible parameters of simulation programs that explain the observations. However, they demand large quantities of simulation calls. Critically, hyperparameters that determine measures of simulation discrepancy crucially balance inference accuracy and sample efficiency, yet are difficult to tune. In this paper, we present kernel embedding likelihood-free inference (KELFI), a holistic framework that automatically learns model hyper…
Deep learning has achieved impressive results on many problems. However, it requires high degree of expertise or a lot of experience to tune well the hyperparameters, and such manual tuning process is likely to be biased. Moreover, it is not practical to try out as many different hyperparameter configurations in deep learning as in other machine learning scenarios, because evaluating each single hyperparameter configuration in deep learning would mean training a deep neural network, which usually takes quite long time. Hyperband algorithm achieves state-of-the-art performance on various hyperp…
In recent years, leveraging parallel and distributed computational resources has become essential to solve problems of high computational cost. Bayesian optimization (BO) has shown attractive results in those expensive-to-evaluate problems such as hyperparameter optimization of machine learning algorithms. While many parallel BO methods have been developed to search efficiently utilizing these computational resources, these methods assumed synchronous settings or were not scalable. In this paper, we propose a simple and scalable BO method for asynchronous parallel settings. Experiments are car…
To solve a machine learning problem, one typically needs to perform data preprocessing, modeling, and hyperparameter tuning, which is known as model selection and hyperparameter optimization.The goal of automated machine learning (AutoML) is to design methods that can automatically perform model selection and hyperparameter optimization without human interventions for a given dataset. In this paper, we propose a meta-learning method that can search for a high-performance machine learning pipeline from the predefined set of candidate pipelines for supervised classification datasets in an effici…
Alleviating Hyperparameter-Tuning Burden in SVM Classifiers for Pulmonary Nodules Diagnosis with Multi-Task Bayesian Optimization
Yau Mathematical Sciences Center Tsinghua University（姚数学科学中心清华大学）；The First Affiliated Hospital of Guangzhou Medical University（广州医科大学第一附属医院）；China State Key Laboratory of Respiratory Disease（中国呼吸疾病国家重点实验室）；Academy of Mathematics and Systems Science Chinese Academy of Sciences（数学科学学院中国科学院）；University of Chinese Academy of Sciences（中国科学院大学）；Department of Thoracic Surgery and Oncology The First Affiliated Hospital of Guangzhou Medical University（胸外科与肿瘤科广州医科大学第一附属医院）
PriorCVAE: scalable MCMC parameter inference with Bayesian deep generative modelling
University of Oxford（牛津大学）；Aalto University（阿尔托大学）；Institute of Science and Technology Austria（奥地利科学技术研究所）；University of Copenhagen（哥本哈根大学）；Imperial College London（伦敦帝国学院）
Interactive Digital Media Institute（互动数字媒体研究所）；National University of Singapore（新加坡国立大学）
While much research effort has been dedicated to scaling up sparse Gaussian process (GP) models based on inducing variables for big data, little attention is afforded to the other less explored class of low-rank GP approximations that exploit the sparse spectral representation of a GP kernel. This paper presents such an effort to advance the state of the art of sparse spectrum GP models to achieve competitive predictive performance for massive datasets. Our generalized framework of stochastic variational Bayesian sparse spectrum GP (sVBSSGP) models addresses their shortcomings by adopting a Ba…
University of Freiburg（弗莱堡大学）；Meta；Bosch Center for Artificial Intelligence（博世人工智能中心）
When hyperparameter optimization of a machine learning algorithm is repeated for multiple datasets it is possible to transfer knowledge to an optimization run on a new dataset. We develop a new hyperparameter-free ensemble model for Bayesian optimization that is a generalization of two existing transfer learning extensions to Bayesian optimization and establish a worst-case bound compared to vanilla Bayesian optimization. Using a large collection of hyperparameter optimization benchmark problems, we demonstrate that our contributions substantially reduce optimization time compared to standard …
Competence Center for High Performance Computing Fraunhofer ITWM Kaiserslautern（弗劳恩霍夫研究所ITWM高性能计算能力中心（凯泽斯劳滕））；Institute for Machine Learning and Analytics (IMLA) Offenburg University（奥芬堡大学机器学习与分析研究所（IMLA））
We introduce an open source python framework named PHS - Parallel Hyperparameter Search to enable hyperparameter optimization on numerous compute instances of any arbitrary python function. This is achieved with minimal modifications inside the target function. Possible applications appear in expensive to evaluate numerical computations which strongly depend on hyperparameters such as machine learning. Bayesian optimization is chosen as a sample efficient method to propose the next query set of parameters.
University of Freiburg（弗赖堡大学）；Bosch Center for Artificial Intelligence（博世人工智能中心）
We propose probabilistic models that can extrapolate learning curves of iterative machine learning algorithms, such as stochastic gradient descent for training deep networks, based on training data with variable-length learning curves. We study instantiations of this framework based on random forests and Bayesian recurrent neural networks. Our experiments show that these models yield better predictions than state-of-the-art models from the hyperparameter optimization literature when extrapolating the performance of neural networks trained with different hyperparameter settings.
Bayesian Optimization of CVaR with Unknown Hyperparameters
LMU Munich（慕尼黑大学）；Munich Center for Machine Learning (MCML)（慕尼黑机器学习中心）；German Research Center for Artificial Intelligence (DFKI)（德国人工智能研究中心）；RPTU Kaiserslautern-Landau（凯撒斯劳滕-兰道工业大学）；Leibniz University Hannover（汉诺威莱布尼茨大学）；L3S Research Center（L3S研究中心）
Kennesaw State University（肯尼索州立大学）；Florida International University（佛罗里达国际大学）；United International University（联合国际大学）；University of Calabria（卡拉布里亚大学）；LORIA（洛林计算机科学及其应用实验室）；Tuskegee University（塔斯基吉大学）
Traditional network intrusion detection approaches encounter feasibility and sustainability issues to combat modern, sophisticated, and unpredictable security attacks. Deep neural networks (DNN) have been successfully applied for intrusion detection problems. The optimal use of DNN-based classifiers requires careful tuning of the hyper-parameters. Manually tuning the hyperparameters is tedious, time-consuming, and computationally expensive. Hence, there is a need for an automatic technique to find optimal hyperparameters for the best use of DNN in intrusion detection. This paper proposes a nov…
University of Oxford（牛津大学）；Tencent AI Labs（腾讯人工智能实验室）
Bayesian optimisation is a popular technique for hyperparameter learning but typically requires initial exploration even in cases where similar prior tasks have been solved. We propose to transfer information across tasks using learnt representations of training datasets used in those tasks. This results in a joint Gaussian process model on hyperparameters and data representations. Representations make use of the framework of distribution embeddings into reproducing kernel Hilbert spaces. The developed method has a faster convergence compared to existing baselines, in some cases requiring only…
Reinforcement learning algorithms can show strong variation in performance between training runs with different random seeds. In this paper we explore how this affects hyperparameter optimization when the goal is to find hyperparameter settings that perform well across random seeds. In particular, we benchmark whether it is better to explore a large quantity of hyperparameter settings via pruning of bad performers, or if it is better to aim for quality of collected results by using repetitions. For this we consider the Successive Halving, Random Search, and Bayesian Optimization algorithms, th…
This paper presents a Bayesian image segmentation model based on Potts prior and loopy belief propagation. The proposed Bayesian model involves several terms, including the pairwise interactions of Potts models, and the average vectors and covariant matrices of Gauss distributions in color image modeling. These terms are often referred to as hyperparameters in statistical machine learning theory. In order to determine these hyperparameters, we propose a new scheme for hyperparameter estimation based on conditional maximization of entropy in the Potts prior. The algorithm is given based on loop…
Bayesian Optimisation (BO) refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently search for the optimum. While BO has been applied successfully in many applications, modern optimisation tasks usher in new challenges where conventional methods fail spectacularly. In this work, we present Dragonfly, an open source Python library for scalable and robust BO. Dragonfly incorporates multiple recently developed methods that allow BO to be applied in challenging real world settings; these include…
A Trajectory-Based Bayesian Approach to Multi-Objective Hyperparameter Optimization with Epoch-Aware Trade-Offs
Department of Industrial Systems Engineering and Management, National University of Singapore（新加坡国立大学工业系统工程与管理系）；Academy of Mathematics and System Sciences, Chinese Academy of Sciences（中国科学院数学系统科学 academy）；School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）
University of Electronic Science and Technology of China（电子科技大学）；Stevens Institute of Technology（史蒂文斯理工学院）；Schlumberger-Doll Research Center（斯伦贝谢多尔研究中心）
We consider the problem of recovering block-sparse signals whose structures are unknown \emph{a priori}. Block-sparse signals with nonzero coefficients occurring in clusters arise naturally in many practical scenarios. However, the knowledge of the block structure is usually unavailable in practice. In this paper, we develop a new sparse Bayesian learning method for recovery of block-sparse signals with unknown cluster patterns. Specifically, a pattern-coupled hierarchical Gaussian prior model is introduced to characterize the statistical dependencies among coefficients, in which a set of hype…
University of Sydney（悉尼大学）；CSIRO（澳大利亚联邦科学与工业研究组织）；NVIDIA（英伟达）
Conditional kernel mean embeddings form an attractive nonparametric framework for representing conditional means of functions, describing the observation processes for many complex models. However, the recovery of the original underlying function of interest whose conditional mean was observed is a challenging inference task. We formalize deconditional kernel mean embeddings as a solution to this inverse problem, and show that it can be naturally viewed as a nonparametric Bayes' rule. Critically, we introduce the notion of task transformed Gaussian processes and establish deconditional kernel …
