Research map / Probabilistic and scientific modeling / Bayesian optimization
Unexpected Improvements to Expected Improvement for Bayesian Optimization
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| compute log of EI stably (LogEI) instead of naive EI | analytic EI · 10D Sum-of-Squares | regret | Helped |
| use LogEI instead of EI | analytic EI · Ackley (2D, 8D, 16D) | best observed value | Helped |
| use LogEI instead of EI | analytic EI · Michalewicz | best observed value | Helped |
| use LogCEI instead of CEI | constrained EI · four engineering design problems with black-box constraints | best feasible value | Helped |
| use qLogEI instead of qEI | parallel EI · Ackley 16D, q=4,16,32 | best observed value | Helped |
| joint batch optimization instead of sequential greedy with qLogEI (ablation) | qLogEI · Ackley 16D | best observed value | Helped |
| use qLogEI with SAAS prior or standard GP instead of qEI | qEI · 100D embedded Hartmann6 | best observed value | Helped |
| use qLogEI instead of qEI | qEI · 103D SVM and 100D Rover | test RMSE / reward | No clear effect |
| use qLogEHVI instead of qEHVI | qEHVI · Cell Network 30D and DTLZ2 16D | hypervolume | Helped |
| LogEI vs JES on Ackley and Michalewicz | JES · Ackley/Michalewicz | best observed value | Mixed |
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