paper-with-me

Papers

Unbounded Bayesian Optimization via Regularization

2015-08-14 · Bobak Shahriari, Alexandre Bouchard-Côté, Nando de Freitas

Bayesian optimization has recently emerged as a popular and efficient tool for global optimization and hyperparameter tuning. Currently, the established Bayesian optimization practice requires a user-defined bounding box which is assumed to contain the optimizer. However, when little is known about the probed objective function, it can be difficult to prescribe such bounds. In this work we modify the standard Bayesian optimization framework in a principled way to allow automatic resizing of the search space. We introduce two alternative methods and compare them on two common synthetic benchmarking test functions as well as the tasks of tuning the stochastic gradient descent optimizer of a multi-layered perceptron and a convolutional neural network on MNIST.

📄 PDF Abstract BibTeX arXiv:1508.03666

Code (0)

등록된 구현이 없습니다.

Tasks

Bayesian OptimizationBenchmarkingglobal-optimization

Similar Papers 제목 키워드 기반

PAC-Bayes-Chernoff bounds for unbounded losses

2024-01-02 · Ioar Casado, Luis A. Ortega, Aritz Pérez, Andrés R. Masegosa

We introduce a new PAC-Bayes oracle bound for unbounded losses that extends Cram\'er-Chernoff bounds to the PAC-Bayesian setting. The proof technique relies on controlling the tails of certain random variables involving …

Theoretical Analysis of Sparse Optimization with Reparameterization, Weight Decay, and Adaptive Learning Rate

2026-05-24 · Huangyu Xu, Jingqin Yang, Qianqian Xu, Jiaye Teng arxiv

Sparse optimization is a fundamental challenge in various practical applications. A popular approach to sparse optimization is $\ell_p$ regularization. However, it may encounter optimization instability due to the unboun…

PAC-Bayesian Bound for the Conditional Value at Risk

2020-06-26 · NeurIPS 2020 12 · Zakaria Mhammedi, Benjamin Guedj, Robert C. Williamson

Conditional Value at Risk (CVaR) is a family of "coherent risk measures" which generalize the traditional mathematical expectation. Widely used in mathematical finance, it is garnering increasing interest in machine lear…

Fairness

Adaptive Expansion Bayesian Optimization for Unbounded Global Optimization

2020-01-12 · Wei Chen, Mark Fuge

Bayesian optimization is normally performed within fixed variable bounds. In cases like hyperparameter tuning for machine learning algorithms, setting the variable bounds is not trivial. It is hard to guarantee that any …

Bayesian Optimizationglobal-optimizationHyperparameter Optimization

Power-Dominance in Estimation Theory: A Third Pathological Axis

2025-09-16 · Sri Satish Krishna Chaitanya Bulusu, Mikko Sillanpää arxiv

This paper introduces a novel framework for estimation theory by introducing a second-order diagnostic for estimator design. While classical analysis focuses on the bias-variance trade-off, we present a more foundational…