Research map / Probabilistic and scientific modeling / Bayesian optimization
Bayesian Optimization with Robust Bayesian Neural Networks
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| scale adaptation of SGHMC (automatic mass matrix and friction/step-size choice) (ablation) | SGHMC for Bayesian neural network regression · UCI regression benchmarks (Boston, Yacht, Concrete, Wine Red) | log likelihood | Helped |
| per-dataset tuning of SGHMC step size and friction vs a single shared setting | vanilla SGHMC · UCI regression benchmarks | log likelihood | Mixed |
| BOHAMIANN (BNN-based BO) vs GP-based BO on common benchmarks | Bayesian optimization surrogate model · Synthetic and hyperparameter benchmarks (Eggensperger et al.) | regret | No clear effect |
| multi-task BO with BNN (MT-BOHAMIANN) vs single-task GP BO | Multi-task hyperparameter optimization of SVM/RF · 21 OpenML datasets, 4 groups | speed to reach immediate regret <=0.25: 12% faster than GP BO (MTBO 5% faster) | Helped |
| BO-tuned hyperparameters of DDPG (BOHAMIANN) vs original DDPG | DDPG on CartPole · CartPole episodes to success | episodes to success: 470 -> 405 episodes | Helped |
| BO-tuned hyperparameters of DDPG (BOHAMIANN) vs original DDPG | DDPG on 2-link reaching · 2-link reaching episodes to success | episodes to success: 1512 -> 1102 episodes | Helped |
| DNGO-tuned hyperparameters of DDPG instead of BOHAMIANN | DDPG on CartPole and 2-link reaching · episodes to success | episodes to success: CartPole 470 -> 507; reaching 1512 -> 1642 | Hurt |
| BO-tuned ResNet hyperparameters and architecture (BOHAMIANN) vs hand-tuned ResNet | ResNet on CIFAR-10 · CIFAR-10 classification error after retraining on full data | classification error %: 7.40 % vs 7.51 % | No clear effect |
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