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Few-Shot Bayesian Optimization with Deep Kernel Surrogates

ICLR 2021 · Probabilistic and scientific modeling › Bayesian optimization · approach: Multi-fidelity hyperparameter optimization · 6 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use few-shot meta-learned deep-kernel GP optimization instead of the strongest reported baselineBayesian optimization · AdaBoost, 50 trialsnormalized regret: 1.02 -> 0.80Helped
Use few-shot meta-learned deep-kernel GP optimization instead of the strongest reported baselineBayesian optimization · GLMNet, 100 trialsnormalized regret: 0.24 -> 0.16Helped
Use few-shot meta-learned deep-kernel GP optimization instead of the strongest reported baselineBayesian optimization · SVM, 100 trialsnormalized regret: 0.65 -> 0.36Helped
Add target-task fine-tuning of the deep-kernel parameters (ablation)Multi-Head GP · AdaBoost, GLMNet, and SVMnormalized regretHelped
Replace separate task-specific Gaussian processes with one shared Gaussian process (ablation)Multi-Head GP · AdaBoost, GLMNet, and SVMnormalized regretHelped
Add data-driven warm-start initialization (ablation)Bayesian optimization · GLMNet and SVMnormalized regretHelped
Add data-driven warm-start initialization (ablation)Bayesian optimization · AdaBoostnormalized regretNo clear effect
Use Reptile instead of the paper's meta-learning approach (ablation)FSBO · AdaBoost, GLMNet, and SVMnormalized regret: AdaBoost: 0.80 -> 1.21; GLMNet: 0.16 -> 0.14; SVM: 0.36 -> 0.72Mixed
Train MetaBO for longer trial episodes rather than the shorter setting (ablation)MetaBO · AdaBoost, GLMNet, and SVMnormalized regretHurt

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