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arXiv 2012.15471cs.LG
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高维结构空间贝叶斯优化的良好实践

Good practices for Bayesian Optimization of high dimensional structured spaces

Aalto University(阿尔托大学);Microsoft(微软公司);University of Cambridge(剑桥大学)

Eero Siivola, Javier Gonzalez, Andrei Paleyes, Aki Vehtari

摘要:

越来越多的结构化但高维数据的可用性为优化提供了新的机会。一个新兴的和有前途的途径是探索无监督的方法,将结构化的高维数据投影到低维连续表示,简化优化问题,使传统的优化方法的应用。然而,这一系列的研究一直是纯粹的方法,与从业者的需求很少连接到目前为止。在本文中,我们研究了不同的搜索空间设计选择的效果进行贝叶斯优化在高维结构化数据集。特别是,我们分析了潜在空间的维数的影响,采集功能的作用,并评估新的方法来自动定义潜在空间中的优化边界。最后,基于使用合成和真实数据集的实验结果,我们为从业者提供了建议。

英文摘要:

The increasing availability of structured but high dimensional data has opened new opportunities for optimization. One emerging and promising avenue is the exploration of unsupervised methods for projecting structured high dimensional data into low dimensional continuous representations, simplifying the optimization problem and enabling the application of traditional optimization methods. However, this line of research has been purely methodological with little connection to the needs of practitioners so far. In this paper, we study the effect of different search space design choices for performing Bayesian Optimization in high dimensional structured datasets. In particular, we analyse the influence of the dimensionality of the latent space, the role of the acquisition function and evaluate new methods to automatically define the optimization bounds in the latent space. Finally, based on experimental results using synthetic and real datasets, we provide recommendations for the practitioners.

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。

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