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HEBO: An Empirical Study of Assumptions in Bayesian Optimisation
15 references·0 citing·29 second hop
HEBO: An Empirical Study of Assumptions in Bayesian Optimisation (2022)HEBO: An Empirical Study of Assumptions i…Bayesian Optimization is Superior to Random Search for Machine Learning Hyperparameter Tuning: Analysis of the Black-Box Optimization Challenge 2020 (2021)Bayesian Optimization is Supe…Tuning Hyperparameters without Grad Students: Scalable and Robust Bayesian Optimisation with Dragonfly (2019)Tuning Hyperparameters withou…Scalable Global Optimization via Local Bayesian Optimization (2019)Scalable Global Optimization …BoTorch: A Framework for Efficient Monte-Carlo Bayesian Optimization (2019)BoTorch: A Framework for Effi…Neural Architecture Search with Bayesian Optimisation and Optimal Transport (2018)Neural Architecture Search wi…BOHB: Robust and Efficient Hyperparameter Optimization at Scale (2018)BOHB: Robust and Efficient Hy…Multi-fidelity Bayesian Optimisation with Continuous Approximations (2017)Multi-fidelity Bayesian Optim…Hyperband: A Novel Bandit-Based Approach to Hyperparameter Optimization (2016)Hyperband: A Novel Bandit-Bas…Bayesian optimization with robust Bayesian neural networks (2016)Bayesian optimization with ro…Taking the Human Out of the Loop: A Review of Bayesian Optimization (2015)Taking the Human Out of the L…Input Warping for Bayesian Optimization of Non-stationary Functions (2014)Input Warping for Bayesian Op…Practical Bayesian Optimization of Machine Learning Algorithms (2012)Practical Bayesian Optimizati…Portfolio allocation for Bayesian optimization (2011)Portfolio allocation for Baye…Portfolio Allocation for Bayesian Optimization (2010)Portfolio Allocation for Baye…Nonconvex Robust Optimization for Problems with Constraints (2009)Nonconvex Robust Optimization…Design and Analysis of Computer Experiments (1989)Bayesian Optimization (2018)Bayesian Optimization for Adaptive Experimental Design: A Review (2020)A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning (2010)Scalable Bayesian Optimization Using Deep Neural Networks (2015)Efficient Hyperparameter Optimization and Infinitely Many Armed Bandits (2017)Scalable Hyperparameter Transfer Learning (2018)Fast Bayesian Optimization of Machine Learning Hyperparameters on Large Datasets (2016)High Dimensional Bayesian Optimization via Supervised Dimension Reduction (2019)Auto-FERNet: A Facial Expression Recognition Network With Architecture Search (2021)Bayesian Optimization in High-Dimensional Spaces: A Brief Survey (2021)Model-Based Geostatistics (1998)Prediction, Learning, and Games (2006)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)Bayesian Optimisation for informative continuous path planning (2014)A Global Bayesian Optimization Algorithm and Its Application to Integrated System Design (2018)Hyperband: a novel bandit-based approach to hyperparameter optimization (2017)A Tutorial on Bayesian Optimization (2018)Surrogate Modeling for Bayesian Optimization Beyond a Single Gaussian Process (2023)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Bandit Algorithms (2020)Survey on Applications of Multi-Armed and Contextual Bandits (2020)Option Return Predictability with Machine Learning and Big Data (2023)Deep neural networks for choice analysis: Architecture design with alternative-specific utility functions (2020)Deep neural networks for choice analysis: Extracting complete economic information for interpretation (2020)A Bayesian Optimization Approach for Calibrating Large-Scale Activity-Based Transport Models (2023)High-Dimensional Bayesian Optimization with Sparse Axis-Aligned Subspaces (2021)Greed Is Good: Exploration and Exploitation Trade-offs in Bayesian Optimisation (2021)Beyond playing 20 questions with nature: Integrative experiment design in the social and behavioral sciences (2022)
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References

  • 2012Practical Bayesian Optimization of Machine Learning Algorithms6,690 cited
  • 2015Taking the Human Out of the Loop: A Review of Bayesian Optimization6,126 cited
  • 2016Hyperband: A Novel Bandit-Based Approach to Hyperparameter Optimization1,368 cited
  • 2018BOHB: Robust and Efficient Hyperparameter Optimization at Scale530 cited
  • 2019BoTorch: A Framework for Efficient Monte-Carlo Bayesian Optimization515 cited
  • 2018Neural Architecture Search with Bayesian Optimisation and Optimal Transport347 cited
  • 2016Bayesian optimization with robust Bayesian neural networks274 cited
  • 2019Scalable Global Optimization via Local Bayesian Optimization271 cited
  • 2011Portfolio allocation for Bayesian optimization160 cited
  • 2021Bayesian Optimization is Superior to Random Search for Machine Learning Hyperparameter Tuning: Analysis of the Black-Box Optimization Challenge 2020158 cited
  • 2017Multi-fidelity Bayesian Optimisation with Continuous Approximations114 cited
  • 2014Input Warping for Bayesian Optimization of Non-stationary Functions109 cited
  • 2019Tuning Hyperparameters without Grad Students: Scalable and Robust Bayesian Optimisation with Dragonfly98 cited
  • 2009Nonconvex Robust Optimization for Problems with Constraints89 cited

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Portfolio Allocation for Bayesian Optimization
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