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Unexpected Improvements to Expected Improvement for Bayesian Optimization

NeurIPS 2023 · Probabilistic and scientific modeling › Bayesian optimization · approach: Acquisition function design · 48 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
compute log of EI stably (LogEI) instead of naive EIanalytic EI · 10D Sum-of-SquaresregretHelped
use LogEI instead of EIanalytic EI · Ackley (2D, 8D, 16D)best observed valueHelped
use LogEI instead of EIanalytic EI · Michalewiczbest observed valueHelped
use LogCEI instead of CEIconstrained EI · four engineering design problems with black-box constraintsbest feasible valueHelped
use qLogEI instead of qEIparallel EI · Ackley 16D, q=4,16,32best observed valueHelped
joint batch optimization instead of sequential greedy with qLogEI (ablation)qLogEI · Ackley 16Dbest observed valueHelped
use qLogEI with SAAS prior or standard GP instead of qEIqEI · 100D embedded Hartmann6best observed valueHelped
use qLogEI instead of qEIqEI · 103D SVM and 100D Rovertest RMSE / rewardNo clear effect
use qLogEHVI instead of qEHVIqEHVI · Cell Network 30D and DTLZ2 16DhypervolumeHelped
LogEI vs JES on Ackley and MichalewiczJES · Ackley/Michalewiczbest observed valueMixed

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