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Bayesian Optimisation

Expensive black-box functions are a common problem in many disciplines, including tuning the parameters of machine learning algorithms, robotics, and other engineering design problems. Bayesian Optimisation is a principled and efficient technique for the global optimisation of these functions. The idea behind Bayesian Optimisation is to place a prior distribution over the target function and then update that prior with a set of “true” observations of the target function by expensively evaluating it in order to produce a posterior predictive distribution. The posterior then informs where to make the next observation of the target function through the use of an acquisition function, which balances the exploitation of regions known to have good performance with the exploration of regions where there is little information about the function’s response.

Source: A Bayesian Approach for the Robust Optimisation of Expensive-to-Evaluate Functions

Papers

Showing 161170 of 221 papers

TitleStatusHype
Bayesian Optimistic Optimisation with Exponentially Decaying Regret0
Bayesian Optimization for Developmental Robotics with Meta-Learning by Parameters Bounds Reduction0
Bayesian Optimization in AlphaGo0
Bayesian Policy Reuse0
Bayesian Quantile and Expectile Optimisation0
BayesIMP: Uncertainty Quantification for Causal Data Fusion0
Beyond Expected Return: Accounting for Policy Reproducibility when Evaluating Reinforcement Learning Algorithms0
Time-Varying Gaussian Process Bandits with Unknown Prior0
Black-Box Saliency Map Generation Using Bayesian Optimisation0
BOiLS: Bayesian Optimisation for Logic Synthesis0
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