Increasing the Scope as You Learn: Adaptive Bayesian Optimization in Nested Subspaces
Papenmeier, Leonard; Nardi, Luigi; Poloczek, Matthias
Abstract
Recent advances have extended the scope of Bayesian optimization (BO) to expensive-to-evaluate black-box functions with dozens of dimensions, aspiring to unlock impactful applications, for example, in the life sciences, neural architecture search, and robotics. However, a closer examination reveals that the state-of-the-art methods for high-dimensional Bayesian optimization (HDBO) suffer from degrading performance as the number of dimensions increases, or even risk failure if certain unverifiable assumptions are not met. This paper proposes BAxUS that leverages a novel family of nested random subspaces to adapt the space it optimizes over to the problem. This ensures high performance while removing the risk of failure, which we assert via theoretical guarantees. A comprehensive evaluation demonstrates that BAxUS achieves better results than the state-of-the-art methods for a broad set of applications.
Keywords
Bayesian Optimization
Cite as
Papenmeier, L., Nardi, L., & Poloczek, M. (2022). Increasing the Scope as You Learn: Adaptive Bayesian Optimization in Nested Subspaces. In Koyejo, S., Mohamed, S., Agarwal, A., Belgrave, D., Cho, K., & Oh, A. (Eds.),
Advances in Neural Information Processing Systems 35 (NeurIPS 2022) (-, pp. 11586–11601). Advances in Neural Information Processing Systems: Vol. 35. Red Hook, NY, United States: Curran Associates.
Details
Publication type
Research article in proceedings (conference)
Peer reviewed
Yes
Publication status
Published
Year
2022
Conference
Advances in Neural Information Processing Systems 35, NeurIPS 2022
Venue
New Orleans Convention Center
Volume
35
Book title
Advances in Neural Information Processing Systems 35 (NeurIPS 2022)
Editor
Koyejo, S.; Mohamed, S.; Agarwal, A.; Belgrave, D.; Cho, K.; Oh, A.
Start page
11586
End page
11601
Edition
-
Volume
35
Title of series
Advances in Neural Information Processing Systems
Publisher
Curran Associates
Place
Red Hook, NY, United States
Language
English
ISSN
1049-5258
ISBN
9781713871088
Full text
