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Research map / Probabilistic and scientific modeling / Bayesian optimization

Batch Bayesian optimisation via density-ratio estimation with guarantees

NeurIPS 2022 · Probabilistic and scientific modeling › Bayesian optimization · approach: Acquisition function design · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add classifier-prediction uncertainty using an upper confidence bound (ablation)BORE++ versus BORE (PLS) · Synthetic benchmarkssimple regretHelped
Use a PLS classifier with no uncertainty bonus (β_t := 0) (ablation)BORE · Real-data benchmarkssimple regretHurt
Use a neural-network classifier trained by gradient descent with cross-entropy instead of a PLS classifier (ablation)BORE · Real-data benchmarkssimple regretHelped
Add classifier-prediction uncertainty using BORE++ (ablation)BORE versus BORE++ · Slice and Parkinsonssimple regretHelped
Add classifier-prediction uncertainty using BORE++ (ablation)BORE versus BORE++ · Other real-data taskssimple regretNo clear effect
Use SVGD to select a batch from the classifier-based target distributionBatch BORE · Global optimisation benchmarkssimple regretHelped
Use batch BORE instead of LP-EIBatch BORE · Global optimisation benchmarksoptimisation completionHelped
Use optimal PLS classification without uncertainty quantification (ablation)BORE · Theory assessment synthetic benchmarkssimple regretHurt

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