Bayesian Optimization

GPTKB entity

Statements (48)
Predicate Object
gptkbp:instanceOf Optimization algorithm
gptkbp:advantage Efficient for expensive evaluations
Requires fewer function evaluations
Works with noisy functions
gptkbp:alternativeTo Evolutionary algorithms
Gradient-based optimization
Grid search
Random search
gptkbp:field gptkb:Mathematics
Statistics
Machine learning
gptkbp:firstDescribed 1970s
Jonas Mockus
https://www.w3.org/2000/01/rdf-schema#label Bayesian Optimization
gptkbp:limitation Computationally expensive for large datasets
Model selection can be challenging
Scales poorly with high dimensions
gptkbp:notableFor gptkb:robot
A/B testing
Engineering design
Drug discovery
Automated machine learning (AutoML)
Neural network hyperparameter tuning
gptkbp:relatedTo Active learning
Multi-armed bandit problem
Expected improvement
Global optimization
Probability of improvement
Sequential model-based optimization
Surrogate model
Upper confidence bound
gptkbp:software gptkb:Spearmint
gptkb:SMAC
gptkb:Optuna
gptkb:Hyperopt
GPyOpt
scikit-optimize
BayesianOptimization (Python package)
gptkbp:usedFor Black-box optimization
Expensive function optimization
Hyperparameter tuning
gptkbp:uses gptkb:Gaussian_process
Probabilistic model
Random forest
Tree-structured Parzen Estimator
Acquisition function
gptkbp:bfsParent gptkb:Bayesian_Learning
gptkbp:bfsLayer 7