Title
Modulated Bayesian Optimization using Latent Gaussian Process Models.
Abstract
We present an approach to Bayesian Optimization that allows for robust search strategies over a large class of challenging functions. Our method is motivated by the belief that the trends useful to exploit in search of the optimum typically are a subset of the characteristics of the true objective function. At the core of our approach is the use of a Latent Gaussian Process Regression model that allows us to modulate the input domain with an orthogonal latent space. Using this latent space we can encapsulate local information about each observed data point that can be used to guide the search problem. We show experimentally that our method can be used to significantly improve performance on challenging benchmarks.
Year
Venue
DocType
2019
CoRR
Journal
Volume
Citations 
PageRank 
abs/1906.11152
0
0.34
References 
Authors
0
5
Name
Order
Citations
PageRank
Erik Bodin131.75
Markus Kaiser292.97
Ieva Kazlauskaite302.37
Neill D. F. Campbell430318.10
carl henrik ek532730.76