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Parallel Predictive Entropy Search for Batch Global Optimization of Expensive Objective Functions
11 references·6 citing·29 second hop
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References

  • 2012Practical Bayesian Optimization of Machine Learning Algorithms6,690 cited
  • 2012Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting2,098 cited
  • 2010A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning2,053 cited
  • 2015Scalable Bayesian Optimization Using Deep Neural Networks703 cited
  • 2012Entropy search for information-efficient global optimization456 cited
  • 2014Predictive Entropy Search for Efficient Global Optimization of Black-box Functions369 cited
  • 2012Parallelizing Exploration-Exploitation Tradeoffs with Gaussian Process Bandit Optimization340 cited
  • 2008Practical Bayesian optimization222 cited
  • 2006Stochastic Optimization Models in Finance160 cited
  • 2013Parallel Gaussian process optimization with upper confidence bound and pure exploration144 cited
  • 2010The Knowledge-Gradient Algorithm for Sequencing Experiments in Drug Discovery137 cited

Cited by

  • 2019Tuning Hyperparameters without Grad Students: Scalable and Robust Bayesian Optimisation with Dragonfly98 cited
  • 2017Parallel and Distributed Thompson Sampling for Large-scale Accelerated Exploration of Chemical Space89 cited
  • 2019Bayesian Optimisation over Multiple Continuous and Categorical Inputs

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59 cited
  • 2016Batched Gaussian Process Bandit Optimization via Determinantal Point Processes58 cited
  • 2019Multi-fidelity Bayesian Optimization with Max-value Entropy Search and its parallelization40 cited
  • 2017Distributed Batch Gaussian Process Optimization32 cited