Bounce: Reliable High-Dimensional Bayesian Optimization for Combinatorial and Mixed Spaces
Papenmeier, Leonard; Nardi, Luigi; Poloczek, Matthias
Zusammenfassung
Impactful applications such as materials discovery, hardware design, neural architecture search, or portfolio optimization require optimizing high-dimensional black-box functions with mixed and combinatorial input spaces. While Bayesian optimization has recently made significant progress in solving such problems, an in-depth analysis reveals that the current state-of-the-art methods are not reliable. Their performances degrade substantially when the unknown optima of the function do not have a certain structure. To fill the need for a reliable algorithm for combinatorial and mixed spaces, this paper proposes Bounce that relies on a novel map of various variable types into nested embeddings of increasing dimensionality. Comprehensive experiments show that Bounce reliably achieves and often even improves upon state-of-the-art performance on a variety of high-dimensional problems.
Schlüsselwörter
Bayesian Optimization
Zitieren als
Papenmeier, L., Nardi, L., & Poloczek, M. (2023). Bounce: Reliable High-Dimensional Bayesian Optimization for Combinatorial and Mixed Spaces. In Oh, A., Naumann, T., Globerson, A., Saenko, K., Hardt, M., & Levine, S. (Eds.),
Advances in Neural Information Processing Systems (-, pp. 1764–1793). Advances in Neural Information Processing Systems: Vol. 36. Red Hook, NY, United States: Curran Associates.
Details
Publikationstyp
Forschungsartikel in Sammelband (Konferenz)
Begutachtet
Ja
Publikationsstatus
Veröffentlicht
Jahr
2023
Konferenz
37th Conference on Neural Information Processing Systems (NeurIPS 2023)
Konferenzort
New Orleans Ernest N. Morial Convention Center
Band
36
Buchtitel
Advances in Neural Information Processing Systems
Herausgeber
Oh, A.; Naumann, T.; Globerson, A.; Saenko, K.; Hardt, M.; Levine, S.
Erste Seite
1764
Letzte Seite
1793
Auflage
-
Band
36
Reihe
Advances in Neural Information Processing Systems
Verlag
Curran Associates
Ort
Red Hook, NY, United States
Sprache
Englisch
ISSN
1049-5258
ISBN
9781713899921
Gesamter Text
