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Research map / Probabilistic and scientific modeling / Bayesian optimization

Efficient Nonmyopic Bayesian Optimization via One-Shot Multi-Step Trees

NeurIPS 2020 · Probabilistic and scientific modeling › Bayesian optimization · approach: Acquisition function design · 3 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use multi-step lookahead instead of one-step EIBayesian optimization · Synthetic functions (average)GAP: 0.576 -> 0.753Helped
Increase lookahead from 2-step to 3-step (ablation)One-shot multi-step Bayesian optimization · Synthetic functions (average)GAP: 0.725 -> 0.747Helped
Increase lookahead from 3-step to 4-step (ablation)One-shot multi-step Bayesian optimization · Synthetic functions (average)GAP: 0.747 -> 0.753No clear effect
Use one fantasy sample per stage rather than multiple samples (ablation)Multi-step path · Synthetic functions (average)GAP: 0.747 -> 0.761Helped
Use one fantasy sample per stage rather than multiple samples (ablation)Multi-step path · Synthetic functions (average)time per iteration (seconds): 197.7 -> 17.50Helped
Approximate later adaptive decisions with a non-adaptive q-EI batch (ablation)ENO · Synthetic functions (average)GAP: 0.576 -> 0.763Helped
Approximate later adaptive decisions with a non-adaptive q-EI batch (ablation)ENO · Synthetic functions (average)time per iteration (seconds): 197.7 -> 15.61Helped
Use a multi-step path instead of one-step EIBayesian optimization · Real functions with EI GAP < 0.8 (average)GAP: 0.448 -> 0.523Helped

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