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High Dimensional Bayesian Optimisation and Bandits via Additive Models
2 references·16 citing·27 second hop
High Dimensional Bayesian Optimisation and Bandits via Additive Models (2015)High Dimensional Bayesian Optimisation an…Practical Bayesian Optimization of Machine Learning Algorithms (2012)Practical Bayesian Optimizati…A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning (2010)A Tutorial on Bayesian Optimi…Investigating Bayesian optimization for expensive-to-evaluate black box functions: Application in fluid dynamics (2022)Investigating Bayesian optimi…Bayesian optimization techniques for high-dimensional simulation-based transportation problems (2022)Bayesian optimization techniq…Bayesian Optimization in High-Dimensional Spaces: A Brief Survey (2021)Bayesian Optimization in High…Multi-fidelity Gaussian Process Bandit Optimisation (2019)Multi-fidelity Gaussian Proce…BoTorch: Programmable Bayesian Optimization in PyTorch. (2019)BoTorch: Programmable Bayesia…Bayesian Optimisation over Multiple Continuous and Categorical Inputs (2019)Bayesian Optimisation over Mu…A Framework for Bayesian Optimization in Embedded Subspaces (2019)A Framework for Bayesian Opti…Parallelised Bayesian Optimisation via Thompson Sampling (2018)Parallelised Bayesian Optimis…Multi-fidelity Bayesian Optimisation with Continuous Approximations (2017)Multi-fidelity Bayesian Optim…High Dimensional Bayesian Optimization using Dropout (2017)High Dimensional Bayesian Opt…Discovering and Exploiting Additive Structure for Bayesian Optimization (2017)Discovering and Exploiting Ad…Bayesian optimization with adaptive kernels for robot control (2017)Bayesian optimization with ad…Batched Large-scale Bayesian Optimization in High-dimensional Spaces (2017)Batched Large-scale Bayesian …Time-Varying Gaussian Process Bandit Optimization (2016)Time-Varying Gaussian Process…High Dimensional Bayesian Optimization via Restricted Projection Pursuit Models (2016)High Dimensional Bayesian Opt…Bayesian Optimization with Exponential Convergence (2016)Bayesian Optimization with Ex…Design and Analysis of Computer Experiments (1989)Advances in prospect theory: Cumulative representation of uncertainty (1992)The Adaptive Decision Maker (1994)A Tutorial on Bayesian Optimization (2018)Bayesian Optimization (2018)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)Bayesian Optimization with Inequality Constraints (2014)Over-representation of extreme events in decision-making reflects rational use of cognitive resources (2016)Learning Search Space Partition for Black-box Optimization using Monte Carlo Tree Search (2020)Hyperband: A Novel Bandit-Based Approach to Hyperparameter Optimization (2016)Tuning Hyperparameters without Grad Students: Scalable and Robust Bayesian Optimisation with Dragonfly (2019)HEBO: An Empirical Study of Assumptions in Bayesian Optimisation (2022)A New Method of Locating the Maximum Point of an Arbitrary Multipeak Curve in the Presence of Noise (1964)Entropy search for information-efficient global optimization (2012)Bayesian Optimization in a Billion Dimensions via Random Embeddings (2016)Analysis of Thompson Sampling for the multi-armed bandit problem (2011)Learning to Optimize via Posterior Sampling (2014)An empirical evaluation of active inference in multi-armed bandits (2021)Surrogate Modeling for Bayesian Optimization Beyond a Single Gaussian Process (2023)Multi-Task Bayesian Optimization (2013)Taking the Human Out of the Loop: A Review of Bayesian Optimization (2015)Fast Bayesian Optimization of Machine Learning Hyperparameters on Large Datasets (2016)Bayesian optimization in high dimensions via random embeddings (2013)High-Dimensional Bayesian Optimization with Sparse Axis-Aligned Subspaces (2021)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Provably Efficient Online Hyperparameter Optimization with Population-Based Bandits (2020)
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References

  • 2012Practical Bayesian Optimization of Machine Learning Algorithms6,690 cited
  • 2010A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning2,053 cited

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  • 2017Batched Large-scale Bayesian Optimization in High-dimensional Spaces114 cited
  • 2017High Dimensional Bayesian Optimization using Dropout113 cited
  • 2016Bayesian Optimization with Exponential Convergence80 cited
  • 2019A Framework for Bayesian Optimization in Embedded Subspaces73 cited
  • 2021Bayesian Optimization in High-Dimensional Spaces: A Brief Survey73 cited
  • 2016Time-Varying Gaussian Process Bandit Optimization66 cited
  • 2019Bayesian Optimisation over Multiple Continuous and Categorical Inputs59 cited
  • 2019BoTorch: Programmable Bayesian Optimization in PyTorch.58 cited
  • 2016High Dimensional Bayesian Optimization via Restricted Projection Pursuit Models58 cited
  • 2022Investigating Bayesian optimization for expensive-to-evaluate black box functions: Application in fluid dynamics57 cited

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  • 2019Multi-fidelity Gaussian Process Bandit Optimisation56 cited
  • 2017Discovering and Exploiting Additive Structure for Bayesian Optimization56 cited
  • 2022Bayesian optimization techniques for high-dimensional simulation-based transportation problems50 cited
  • 2017Bayesian optimization with adaptive kernels for robot control44 cited