Timezone: »
Oral
Optimization, fast and slow: optimally switching between local and Bayesian optimization
Mark McLeod · Stephen Roberts · Michael A Osborne
We develop the first Bayesian Optimization algorithm, BLOSSOM, which selects between multiple alternative acquisition functions and traditional local optimization at each step. This is combined with a novel stopping condition based on expected regret. This pairing allows us to obtain the best characteristics of both local and Bayesian optimization, making efficient use of function evaluations while yielding superior convergence to the global minimum on a selection of optimization problems, and also halting optimization once a principled and intuitive stopping condition has been fulfilled.
Author Information
Mark McLeod (University of Oxford)
Stephen Roberts (University of Oxford)
Michael A Osborne (U Oxford)
Related Events (a corresponding poster, oral, or spotlight)
-
2018 Poster: Optimization, fast and slow: optimally switching between local and Bayesian optimization »
Thu Jul 12th 04:15 -- 07:00 PM Room Hall B
More from the Same Authors
-
2020 Poster: Knowing The What But Not The Where in Bayesian Optimization »
Vu Nguyen · Michael A Osborne -
2020 Poster: Ready Policy One: World Building Through Active Learning »
Philip Ball · Jack Parker-Holder · Aldo Pacchiano · Krzysztof Choromanski · Stephen Roberts -
2020 Poster: Bayesian Optimisation over Multiple Continuous and Categorical Inputs »
Binxin Ru · Ahsan Alvi · Vu Nguyen · Michael A Osborne · Stephen Roberts -
2019 Poster: On the Limitations of Representing Functions on Sets »
Edward Wagstaff · Fabian Fuchs · Martin Engelcke · Ingmar Posner · Michael A Osborne -
2019 Oral: On the Limitations of Representing Functions on Sets »
Edward Wagstaff · Fabian Fuchs · Martin Engelcke · Ingmar Posner · Michael A Osborne -
2019 Poster: Automated Model Selection with Bayesian Quadrature »
Henry Chai · Jean-Francois Ton · Michael A Osborne · Roman Garnett -
2019 Poster: AReS and MaRS - Adversarial and MMD-Minimizing Regression for SDEs »
Gabriele Abbati · Philippe Wenk · Michael A Osborne · Andreas Krause · Bernhard Schölkopf · Stefan Bauer -
2019 Poster: Asynchronous Batch Bayesian Optimisation with Improved Local Penalisation »
Ahsan Alvi · Binxin Ru · Jan-Peter Calliess · Stephen Roberts · Michael A Osborne -
2019 Oral: Automated Model Selection with Bayesian Quadrature »
Henry Chai · Jean-Francois Ton · Michael A Osborne · Roman Garnett -
2019 Oral: AReS and MaRS - Adversarial and MMD-Minimizing Regression for SDEs »
Gabriele Abbati · Philippe Wenk · Michael A Osborne · Andreas Krause · Bernhard Schölkopf · Stefan Bauer -
2019 Oral: Asynchronous Batch Bayesian Optimisation with Improved Local Penalisation »
Ahsan Alvi · Binxin Ru · Jan-Peter Calliess · Stephen Roberts · Michael A Osborne -
2019 Poster: Fingerprint Policy Optimisation for Robust Reinforcement Learning »
Supratik Paul · Michael A Osborne · Shimon Whiteson -
2019 Oral: Fingerprint Policy Optimisation for Robust Reinforcement Learning »
Supratik Paul · Michael A Osborne · Shimon Whiteson -
2018 Poster: Fast Information-theoretic Bayesian Optimisation »
Binxin Ru · Michael A Osborne · Mark Mcleod · Diego Granziol -
2018 Oral: Fast Information-theoretic Bayesian Optimisation »
Binxin Ru · Michael A Osborne · Mark Mcleod · Diego Granziol
