Are you sure you want to delete this task? Once this task is deleted, it cannot be recovered.
dragon_bra e62469dac0 | 1 year ago | |
---|---|---|
.. | ||
README.md | 1 year ago | |
rosenbrock_bore.py | 1 year ago |
BORE: Bayesian Optimization by Density-Ratio Estimation [ICML2021]
Bayesian optimization (BO) is among the most effective and widely-used blackbox optimization methods. BO proposes solutions according to an explore-exploit trade-off criterion encoded in an acquisition function, many of which are computed from the posterior predictive of a probabilistic surrogate model. Prevalent among these is the expected improvement (EI) function. The need to ensure analytical tractability of the predictive often poses limitations that can hinder the efficiency and applicability of BO. In this paper, we cast the computation of EI as a binary classification problem, building on the link between class-probability estimation and density-ratio estimation, and the lesser-known link between density-ratios and EI. By circumventing the tractability constraints, this reformulation provides numerous advantages, not least in terms of expressiveness, versatility, and scalability.
E.g. PYTHONPATH='./' python examples/BORE/rosenbrock_bore.py
Modify the following section of comparison/xbbo_benchmark.py
:
test_algs = ["bore"]
And run PYTHONPATH='./' python comparison/xbbo_benchmark.py
in the command line.
Method | Minimum | Best minimum | Mean f_calls to min | Std f_calls to min | Fastest f_calls to min |
---|---|---|---|---|---|
XBBO(bore) | 0.412+/-0.016 | 0.399 | 93.9 | 51.829 | 38 |
超参搜索(黑盒优化)框架
Python other
Dear OpenI User
Thank you for your continuous support to the Openl Qizhi Community AI Collaboration Platform. In order to protect your usage rights and ensure network security, we updated the Openl Qizhi Community AI Collaboration Platform Usage Agreement in January 2024. The updated agreement specifies that users are prohibited from using intranet penetration tools. After you click "Agree and continue", you can continue to use our services. Thank you for your cooperation and understanding.
For more agreement content, please refer to the《Openl Qizhi Community AI Collaboration Platform Usage Agreement》