Loading…
This event has ended. View the official site or create your own event → Check it out
This event has ended. Create your own
View analytic
Tuesday, December 8 • 19:00 - 23:59
Parallel Predictive Entropy Search for Batch Global Optimization of Expensive Objective Functions

Sign up or log in to save this to your schedule and see who's attending!

We develop \textit{parallel predictive entropy search} (PPES), a novel algorithm for Bayesian optimization of expensive black-box objective functions. At each iteration, PPES aims to select a \textit{batch} of points which will maximize the information gain about the global maximizer of the objective. Well known strategies exist for suggesting a single evaluation point based on previous observations, while far fewer are known for selecting batches of points to evaluate in parallel. The few batch selection schemes that have been studied all resort to greedy methods to compute an optimal batch. To the best of our knowledge, PPES is the first non-greedy batch Bayesian optimization strategy. We demonstrate the benefit of this approach in optimization performance on both synthetic and real world applications, including problems in machine learning, rocket science and robotics.


Tuesday December 8, 2015 19:00 - 23:59
210 C #46

Attendees (2)