arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2005.14601cs.LGcs.AIstat.ML
收藏

Semi-supervised Embedding Learning for High-dimensional Bayesian Optimization

State Key Laboratory for Novel Software Technology(新型软件技术国家重点实验室);Nanjing University(南京大学)

Jingfan Chen, Guanghui Zhu, Chunfeng Yuan, Yihua Huang

英文摘要:

Bayesian optimization is a broadly applied methodology to optimize the expensive black-box function. Despite its success, it still faces the challenge from the high-dimensional search space. To alleviate this problem, we propose a novel Bayesian optimization framework (termed SILBO), which finds a low-dimensional space to perform Bayesian optimization iteratively through semi-supervised dimension reduction. SILBO incorporates both labeled points and unlabeled points acquired from the acquisition function to guide the embedding space learning. To accelerate the learning procedure, we present a randomized method for generating the projection matrix. Furthermore, to map from the low-dimensional space to the high-dimensional original space, we propose two mapping strategies: $\text{SILBO}_{FZ}$ and $\text{SILBO}_{FX}$ according to the evaluation overhead of the objective function. Experimental results on both synthetic function and hyperparameter optimization tasks demonstrate that SILBO outperforms the existing state-of-the-art high-dimensional Bayesian optimization methods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑