Corpus ID: 220055653

Prior-guided Bayesian Optimization

@article{Souza2020PriorguidedBO,
  title={Prior-guided Bayesian Optimization},
  author={Artur L. F. Souza and L. Nardi and Leonardo B. Oliveira and K. Olukotun and M. Lindauer and Frank Hutter},
  journal={ArXiv},
  year={2020},
  volume={abs/2006.14608}
}
  • Artur L. F. Souza, L. Nardi, +3 authors Frank Hutter
  • Published 2020
  • Computer Science, Mathematics
  • ArXiv
  • While Bayesian Optimization (BO) is a very popular method for optimizing expensive black-box functions, it fails to leverage the experience of domain experts. This causes BO to waste function evaluations on commonly known bad regions of design choices, e.g., hyperparameters of a machine learning algorithm. To address this issue, we introduce Prior-guided Bayesian Optimization (PrBO). PrBO allows users to inject their knowledge into the optimization process in the form of priors about which… CONTINUE READING

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