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Research map / Probabilistic and scientific modeling / Bayesian optimization

Bayesian Optimization with Robust Bayesian Neural Networks

NeurIPS 2016 · Probabilistic and scientific modeling › Bayesian optimization · approach: Acquisition function design · 263 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
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 likelihoodHelped
per-dataset tuning of SGHMC step size and friction vs a single shared settingvanilla SGHMC · UCI regression benchmarkslog likelihoodMixed
BOHAMIANN (BNN-based BO) vs GP-based BO on common benchmarksBayesian optimization surrogate model · Synthetic and hyperparameter benchmarks (Eggensperger et al.)regretNo clear effect
multi-task BO with BNN (MT-BOHAMIANN) vs single-task GP BOMulti-task hyperparameter optimization of SVM/RF · 21 OpenML datasets, 4 groupsspeed to reach immediate regret <=0.25: 12% faster than GP BO (MTBO 5% faster)Helped
BO-tuned hyperparameters of DDPG (BOHAMIANN) vs original DDPGDDPG on CartPole · CartPole episodes to successepisodes to success: 470 -> 405 episodesHelped
BO-tuned hyperparameters of DDPG (BOHAMIANN) vs original DDPGDDPG on 2-link reaching · 2-link reaching episodes to successepisodes to success: 1512 -> 1102 episodesHelped
DNGO-tuned hyperparameters of DDPG instead of BOHAMIANNDDPG on CartPole and 2-link reaching · episodes to successepisodes to success: CartPole 470 -> 507; reaching 1512 -> 1642Hurt
BO-tuned ResNet hyperparameters and architecture (BOHAMIANN) vs hand-tuned ResNetResNet on CIFAR-10 · CIFAR-10 classification error after retraining on full dataclassification error %: 7.40 % vs 7.51 %No clear effect

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