Bayesian optimization

E899020

Bayesian optimization is a sample-efficient global optimization strategy that uses probabilistic surrogate models, typically Gaussian processes, to optimize expensive black-box functions with as few evaluations as possible.

All labels observed (3)

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Statements (48)

Predicate Object
instanceOf black-box optimization technique ⓘ
global optimization method ⓘ
sample-efficient optimization method ⓘ
sequential model-based optimization ⓘ
aimsTo minimize the number of function evaluations ⓘ
optimize expensive black-box functions ⓘ
appliesTo continuous optimization problems ⓘ
experimental design ⓘ
hyperparameter optimization in machine learning ⓘ
mixed discrete-continuous optimization problems ⓘ
simulation-based optimization ⓘ
assumes function evaluations are expensive ⓘ
function evaluations may be noisy ⓘ
basedOn Bayesian inference ⓘ
sequential decision making ⓘ
challenge parallel and batch evaluations design ⓘ
scaling to high-dimensional problems ⓘ
commonAcquisitionFunction entropy search ⓘ
expected improvement ⓘ
knowledge gradient ⓘ
probability of improvement ⓘ
upper confidence bound ⓘ
commonSurrogateModel Bayesian neural networks ⓘ
Gaussian process regression ⓘ
random forests ⓘ
contrastsWith gradient-based optimization methods ⓘ
grid search ⓘ
random search ⓘ
handles black-box objectives without analytic gradients ⓘ
models posterior distribution over objective functions ⓘ
oftenAssumes low-dimensional search spaces ⓘ
originField machine learning ⓘ
operations research ⓘ
statistics ⓘ
property global search capability ⓘ
handles noisy observations ⓘ
non-convex optimization capability ⓘ
sample efficiency ⓘ
relatedTo active learning ⓘ
multi-armed bandits ⓘ
optimal experimental design ⓘ
requires likelihood model for observations ⓘ
prior over functions ⓘ
selects next evaluation point by maximizing an acquisition function ⓘ
updates surrogate model with new observations ⓘ
uses Gaussian processes ⓘ
linked to: Gaussian process

acquisition functions ⓘ
probabilistic surrogate models ⓘ

How these facts were elicited

Referenced by (5)

Full triples — surface form annotated when it differs from this entity's canonical label.

AutoML: A Survey of the State-of-the-Art → topic → Bayesian optimization ⓘ
AutoML → usesTechnique → Bayesian optimization ⓘ
Ray Tune → supports → search algorithms from HyperOpt ⓘ
linked to: Bayesian optimization
Ray Tune → supports → search algorithms from Scikit-Optimize ⓘ
linked to: Bayesian optimization
Bayesian learning for neural networks → isUsedIn → Bayesian optimization ⓘ