Title
Asynchronous Batch Bayesian Optimisation with Improved Local Penalisation.
Abstract
Batch Bayesian optimisation (BO) has been successfully applied to hyperparameter tuning using parallel computing, but it is wasteful of resources: workers that complete jobs ahead of others are left idle. We address this problem by developing an approach, Penalising Locally for Asynchronous Bayesian Optimisation on $k$ workers (PLAyBOOK), for asynchronous parallel BO. We demonstrate empirically the efficacy of PLAyBOOK and its variants on synthetic tasks and a real-world problem. We undertake a comparison between synchronous and asynchronous BO, and show that asynchronous BO often outperforms synchronous batch BO in both wall-clock time and number of function evaluations.
Year
Venue
Field
2019
arXiv: Machine Learning
Asynchronous communication,Computer science,Artificial intelligence,Machine learning,Bayesian probability
DocType
Volume
Citations 
Journal
abs/1901.10452
0
PageRank 
References 
Authors
0.34
9
5
Name
Order
Citations
PageRank
Ahsan S. Alvi100.68
Bin Xin Ru214.42
Jan-P. Calliess3449.37
stephen j roberts41244174.70
Michael Osborne525033.49