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Fast Information-theoretic Bayesian Optimisation

ICML 2018 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Simulation-based inference · 26 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Represent the objective as a parabola and sample its minimum as hyperparameter eta instead of sampling the global minimiserFITBO · Acquisition-function evaluationruntimeHelped
Use output-space entropy about the minimum value rather than input-space entropy about the minimiserFITBO · High-dimensional optimisationruntimeHelped
Use moment matching instead of numerical integration for mixture entropy (ablation)FITBO · Benchmark functionsoptimisation performanceNo clear effect
Use moment matching instead of numerical integration for mixture entropy (ablation)FITBO · Real-world optimisation problemsvalidation lossNo clear effect
Use moment matching instead of numerical integration for mixture entropy (ablation)FITBO · Acquisition-function evaluationruntimeHelped
Use FITBO rather than EIBayesian optimisation · Branin-2Dimmediate regretMixed
Use FITBO rather than EIBayesian optimisation · Eggholder-2Dimmediate regretHurt
Use FITBO rather than competing methodsBayesian optimisation · Eggholder-2Ddistance to global minimiserHelped
Use FITBO or FITBO-MM rather than competing methodsBayesian optimisation · Hartmann-6Dimmediate regretHelped
Use FITBO or FITBO-MM rather than competing methodsBayesian optimisation · Hartmann-6Ddistance to global minimiserHelped
Use FITBO or FITBO-MM rather than EIBayesian optimisation · Boston and MNIST-SVMvalidation lossHelped
Use FITBO or FITBO-MM rather than MES and EIBayesian optimisation · Cancervalidation lossHelped

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