论文标题

我们是否忘记了贝叶斯优化中的组成优化剂?

Are we Forgetting about Compositional Optimisers in Bayesian Optimisation?

论文作者

Grosnit, Antoine, Cowen-Rivers, Alexander I., Tutunov, Rasul, Griffiths, Ryan-Rhys, Wang, Jun, Bou-Ammar, Haitham

论文摘要

贝叶斯优化提出了一种用于全局优化的样品效率方法。在此框架内,至关重要的绩效确定子例程是采集函数的最大化,这一任务是因为采集函数倾向于非凸面,因此优化而不是繁琐。在本文中,我们对最大化采集功能的方法进行了全面的经验研究。此外,通过推导新颖但数学等效的流行习得功能的组成形式,我们将最大化任务重新制定为组成优化问题,从而使我们能够从该领域的广泛文献中受益。我们强调了在3958个单个实验中最大化的组成方法的经验优势,该实验包括合成优化任务以及贝斯标志的任务。鉴于采集函数最大化子例程的一般性,我们认为构图优化器的采用有可能在当前应用贝叶斯优化的所有域中产生绩效的改进。

Bayesian optimisation presents a sample-efficient methodology for global optimisation. Within this framework, a crucial performance-determining subroutine is the maximisation of the acquisition function, a task complicated by the fact that acquisition functions tend to be non-convex and thus nontrivial to optimise. In this paper, we undertake a comprehensive empirical study of approaches to maximise the acquisition function. Additionally, by deriving novel, yet mathematically equivalent, compositional forms for popular acquisition functions, we recast the maximisation task as a compositional optimisation problem, allowing us to benefit from the extensive literature in this field. We highlight the empirical advantages of the compositional approach to acquisition function maximisation across 3958 individual experiments comprising synthetic optimisation tasks as well as tasks from Bayesmark. Given the generality of the acquisition function maximisation subroutine, we posit that the adoption of compositional optimisers has the potential to yield performance improvements across all domains in which Bayesian optimisation is currently being applied.

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