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Meta-Learning Acquisition Functions for Transfer Learning in Bayesian Optimization

ICLR 2020 · Probabilistic and scientific modeling › Bayesian optimization · approach: Local and high-dimensional Bayesian optimization · 10 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Meta-train a neural acquisition function on related objective functionsBayesian optimization on translated and scaled Branin, Goldstein-Price, and Hartmann-3 · Global optimization benchmark functionssimple regretHelped
Meta-train a neural acquisition function instead of using TAFBayesian optimization on translated and scaled Branin, Goldstein-Price, and Hartmann-3 · Global optimization benchmark functionssimple regretHelped
Use the full available set of simulated source tasks rather than a selected subset (ablation)MetaBO on Furuta pendulum stabilization · Simulation-to-real, simulationsimple regretHelped
Transfer the simulation-trained neural acquisition function to the hardware without modificationMetaBO on Furuta pendulum stabilization · Simulation-to-real, hardwareoptimization steps to find stabilizing controllers: less than tenHelped
Use MetaBO instead of EI or TAFBayesian optimization of SVM and AdaBoost hyperparameters · Hyperparameter optimizationsimple regretHelped
Train on GP-sampled functions without coordinate inputs and apply the acquisition function across dimensions (ablation)MetaBO on RBF- and Matern-5/2 GP function classes · General function classes, D=3, 4, and 5simple regretNo clear effect
Use a learned neural acquisition strategy instead of a source-prior combination with standard UCB or EIMetaBO on Branin, Goldstein-Price, and Hartmann-3 · Global optimization benchmark functionssimple regretHelped
Increase the number of TAF source tasks from 20 to 50 (ablation)TAF on global optimization benchmark functions · Branin, Goldstein-Price, and Hartmann-3simple regretMixed
Use more MetaBO source tasks during training (ablation)MetaBO on Branin · Braninsimple regretNo clear effect
Use more MetaBO source tasks during training (ablation)MetaBO on Furuta pendulum stabilization · Simulation-to-real, simulationsimple regretHelped

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