HEBO: Heteroscedastic Evolutionary Bayesian Optimisation

12/07/2020 ∙ by Alexander I. Cowen-Rivers, et al. ∙ 16

We introduce HEBO: Heteroscedastic Evolutionary Bayesian Optimisation that won the NeurIPS 2020 black-box optimisation competition. We present non-conventional modifications to the surrogate model and acquisition maximisation process and show such a combination superior against all baselines provided by the Bayesmark package. Lastly, we perform an ablation study to highlight the components that contributed to the success of HEBO.

READ FULL TEXT
POST COMMENT

Comments

There are no comments yet.

Authors

page 11

This week in AI

Get the week's most popular data science and artificial intelligence research sent straight to your inbox every Saturday.