Research map / Probabilistic and scientific modeling / Bayesian optimization
Practical Two-Step Lookahead Bayesian Optimization
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| use two-step lookahead (2-OPT) instead of one-step EI | 2-OPT · Branin-Hoo | gap (mean): .818 -> .9995 | Helped |
| use two-step lookahead (2-OPT) instead of one-step EI | 2-OPT · 6-hump Camel | gap (mean): .887 -> .9010 | Helped |
| use two-step lookahead (2-OPT) instead of one-step EI | 2-OPT · 6-hump Camel | gap (median): .970 -> .9651 | Hurt |
| use 2-OPT instead of other non-myopic methods (GLASSES, R-variants) | 2-OPT · Branin, Goldstein-Price, Griewank, Camel | gap | Helped |
| use 2-OPT instead of EI on ATO benchmark | 2-OPT · ATO | simple regret | Helped |
| use 2-OPT instead of EI/KG on logistic regression HPOlib | 2-OPT · HPOlib logistic regression | regret | No clear effect |
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