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Monte Carlo Tree Descent for Black-Box Optimization

NeurIPS 2022 · Probabilistic and scientific modeling › Bayesian optimization · approach: High-dimensional Bayesian optimization · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Combine tree-managed local descent with local Bayesian optimizationMCTD · Ackley-100doptimization speedHelped
Combine tree-managed local descent with local Bayesian optimizationMCTD · Michalewicz-100doptimization performanceHelped
Use MCTDMCTD · MuJoCo locomotion tasksaverage rewardMixed
Use MCTDMCTD · CIFAR-10 and CIFAR-100queries to reach optimal accuracyHelped
Allocate more optimization budget to local descent than local BOMCTD · Ackley-100doptimization speed: 5:1; 1:20Hurt
Balance local descent and local Bayesian optimization rather than using either aloneMCTD · Black-box optimization benchmarksoptimization performanceHelped
Vary the UCT exploration weight Cp (ablation)MCTD · Michalewicz-100d and Walker-102doptimization performanceMixed
Vary the recent-improvement weight Cd (ablation)MCTD · Michalewicz-100d and Walker-102doptimization performanceNo clear effect
Vary branch exploration weight C'p (ablation)MCTD · Michalewicz-100d and Walker-102doptimization performanceMixed
Vary leaf exploration weight C''p (ablation)MCTD · Michalewicz-100d and Walker-102doptimization performanceMixed
Vary leaf recent-improvement weight C''d (ablation)MCTD · Michalewicz-100d and Walker-102doptimization performanceNo clear effect
Switch to fine-grain STP earlier (ablation)MCTD · Michalewicz-100d and Walker-102doptimization performanceMixed

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