Research map / Probabilistic and scientific modeling / Bayesian optimization
Efficient Nonmyopic Bayesian Optimization via One-Shot Multi-Step Trees
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use multi-step lookahead instead of one-step EI | Bayesian optimization · Synthetic functions (average) | GAP: 0.576 -> 0.753 | Helped |
| Increase lookahead from 2-step to 3-step (ablation) | One-shot multi-step Bayesian optimization · Synthetic functions (average) | GAP: 0.725 -> 0.747 | Helped |
| Increase lookahead from 3-step to 4-step (ablation) | One-shot multi-step Bayesian optimization · Synthetic functions (average) | GAP: 0.747 -> 0.753 | No clear effect |
| Use one fantasy sample per stage rather than multiple samples (ablation) | Multi-step path · Synthetic functions (average) | GAP: 0.747 -> 0.761 | Helped |
| Use one fantasy sample per stage rather than multiple samples (ablation) | Multi-step path · Synthetic functions (average) | time per iteration (seconds): 197.7 -> 17.50 | Helped |
| Approximate later adaptive decisions with a non-adaptive q-EI batch (ablation) | ENO · Synthetic functions (average) | GAP: 0.576 -> 0.763 | Helped |
| Approximate later adaptive decisions with a non-adaptive q-EI batch (ablation) | ENO · Synthetic functions (average) | time per iteration (seconds): 197.7 -> 15.61 | Helped |
| Use a multi-step path instead of one-step EI | Bayesian optimization · Real functions with EI GAP < 0.8 (average) | GAP: 0.448 -> 0.523 | Helped |
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