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Minimum Regret Search for Single- and Multi-Task Optimization

ICML 2016 · Probabilistic and scientific modeling › Bayesian optimization · approach: Regret bounds for Bayesian optimization · 11 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use MRS rather than ESBayesian optimization on the synthetic single-task benchmark · Synthetic single-task benchmarkruns with simple regret > 10^-2: 10 for ES; 4 for MRSHelped
Use MRS rather than ESBayesian optimization on the synthetic single-task benchmark · Synthetic single-task benchmarkmedian simple regretNo clear effect
Use MRS rather than ESBayesian optimization on the synthetic single-task benchmark · Synthetic single-task benchmarkmean simple regretHelped
Use MRS rather than EIBayesian optimization on the synthetic single-task benchmark · Synthetic single-task benchmarkruns with simple regret > 10^-2: 4 for MRS; 4 for EINo clear effect
Use MRS rather than ESBayesian optimization on the synthetic benchmark with model mismatch · Synthetic single-task benchmark with model mismatchmean simple regretMixed
Use MRS rather than ESMulti-task Bayesian optimization for robotic ball-throwing · Ball-throwing, one or two controllable jointsmean offline policy performanceNo clear effect
Use MRS rather than ESMulti-task Bayesian optimization for robotic ball-throwing · Ball-throwing, three or four controllable jointsmean offline policy performance: p < 0.01 after 200 episodesHelped
Increase the number of controllable joints (ablation)Multi-task Bayesian optimization for robotic ball-throwing · Ball-throwingmean offline policy performanceHurt
Replace expected-regret minimization with greedy GP-mean selectionMulti-task Bayesian optimization for robotic ball-throwing · Ball-throwingmean offline policy performanceHurt
Replace expected-regret minimization with random parameter selectionMulti-task Bayesian optimization for robotic ball-throwing · Ball-throwingmean offline policy performanceHurt
Use a single point estimate of the recommendation instead of marginalizing its uncertainty (ablation)MRS · Synthetic single-task benchmarkmean simple regretNo clear effect
Use a single point estimate of the recommendation instead of marginalizing its uncertainty (ablation)MRS · Synthetic single-task benchmark with model mismatchmean simple regretHurt

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