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Research map / Probabilistic and scientific modeling / Bayesian optimization

Bayesian Optimization with Gradients

NeurIPS 2017 · Probabilistic and scientific modeling › Bayesian optimization · approach: Local and high-dimensional Bayesian optimization · 129 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use d-KG with full gradients instead of competing methodsBayesian optimization · Braninimmediate regretHelped
Use d-KG instead of competing methodsBayesian optimization · Ackleyimmediate regretHelped
Use d-KG instead of competing methodsBayesian optimization · Hartmannimmediate regretHelped
Use d-KG with one noisy partial derivative instead of EI or d-EIBayesian optimization · Rosenbrockimmediate regretHelped
Use derivative information with EI instead of EI without derivativesBayesian optimization · Levyimmediate regretHurt
Use d-KG instead of EI-type criteriaBayesian optimization · Cosine mixtureimmediate regretHelped
Use d-KG with relevant directional derivative detectionBayesian optimization · Weighted KNNRMSEHelped
Use d-KG instead of competing algorithmsBayesian optimization · Spectral mixture kernel learningobjective valueHelped
Use d-KG instead of competing approachesBayesian optimization · MNIST logistic regressiontest cross-entropy lossHelped
Use d-KG instead of competing approachesBayesian optimization · MNIST deep learningtest cross-entropy lossHelped
Use d-KG instead of d-EIBayesian optimization · 1D illustrative exampleknowledge of optimum locationHelped
Use gradients with KG rather than KG without gradientsKnowledge gradient · Theoretical comparisonvalue of informationHelped

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