arrow
返回

Continuous multi-task Bayesian Optimisation with correlation

delete2018-11-01
delete32
delete
OA
AI
M
Michael Pearce
J
Juergen Branke *
DOI:10.1016/j.ejor.2018.03.017delete
delete原文链接
delete分享
delete收藏
查看原文
摘要

摘要

En 中文
This paper considers the problem of simultaneously identifying the optima for a (continuous or discrete) set of correlated tasks, where the performance of a particular input parameter on a particular task can only be estimated from (potentially noisy) samples. This has many applications, for example, identifying a stochastic algorithm's optimal parameter settings for various tasks described by continuous feature values. We adapt the framework of Bayesian Optimisation to this problem. We propose a general multi-task optimisation framework and two myopic sampling procedures that determine task and parameter values for sampling, in order to efficiently find the best parameter setting for all tasks simultaneously. We show experimentally that our methods are much more efficient than collecting information randomly, and also more efficient than two other Bayesian multi-task optimisation algorithms from the literature. (C) 2018 Elsevier B.V. All rights reserved.
Keyword:
Heuristics
Parameter tuning
Multi-task optimisation
Global optimisation
AI总结

AI总结

对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。

期刊

European Journal of Operational Research 封面图
European Journal of Operational Research
IF:
6
论文数:
2.2W
被引数:
6.4W

机构

U
university of warwick
学者数:
761
论文数: 336
被引数: 0
引用论文

引用论文

err分享
err收藏
The Archaeology of Japan
err
IF0
err2013-11-05
err0
PREAI
errKoji Mizoguchi
err分享
err收藏
Potential Dangers of Serum Urate-Lowering Therapy
err2019-04-01
err0
PREAI
errMaria Vanessa Perez-Gomez; Lorenz-Alexander Bartsch; Esmeralda Castillo-Rodriguez; Raul Fernandez-Prado; Mehmet Kanbay; Alberto Ortiz
err分享
err收藏
err分享
err收藏
SynTReN: a generator of synthetic gene expression data for design and analysis of structure learning algorithms
err2006-01-26
err0
errOAAI
errTim Van den Bulcke; Koenraad Van Leemput; Bart Naudts; Piet van Remortel; Hongwu Ma; Alain Verschoren; Bart De Moor; Kathleen Marchal
err分享
err收藏
Endemic Amphibians and Their Distribution in China
err2012-06-25
err0
PREAI
errJunhua HU; Cheng LI; Feng XIE; Jianping JIANG
err分享
err收藏
Efficient and automated large-scale detection of structural relationships in proteins with a flexible aligner
err2016-01-05
err0
errOAAI
errFernando I. Gutiérrez; Felipe Rodriguez-Valenzuela; Ignacio L. Ibarra; Damien P. Devos; Francisco Melo
err分享
err收藏
err分享
err收藏
学者 查看更多内容