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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 181190 of 221 papers

TitleStatusHype
Tuning Hyperparameters without Grad Students: Scalable and Robust Bayesian Optimisation with DragonflyCode0
Stable Bayesian Optimisation via Direct Stability Quantification0
Bayesian optimisation under uncertain inputs0
Gaussian Process Priors for Dynamic Paired Comparison ModellingCode0
On resampling vs. adjusting probabilistic graphical models in estimation of distribution algorithms0
Multi-objective Bayesian optimisation with preferences over objectives0
Asynchronous Batch Bayesian Optimisation with Improved Local PenalisationCode0
Fitting A Mixture Distribution to Data: TutorialCode0
Bayesian Optimization in AlphaGo0
Batch Selection for Parallelisation of Bayesian QuadratureCode0
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