Bayesian Optimistic Optimisation with Exponentially Decaying Regret

Authors: Hung Tran-The, Sunil Gupta, Santu Rana, Svetha Venkatesh

ICML 2021 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental We perform experiments on optimisation of various synthetic functions and machine learning hyperparameter tuning tasks and show that our algorithm outperforms baselines.
Researcher Affiliation Academia 1Applied Artificial Intelligence Institute, Deakin University, Geelong, Australia.
Pseudocode Yes Algorithm 1 The BOO Algorithm
Open Source Code No The paper does not contain any statements or links indicating that the source code for the described methodology is publicly available.
Open Datasets Yes Using MNIST dataset, we train the models with this hyperparameter setting using the 55000 patterns and then test the model on the 10000 patterns. [...] XGBoost classification We demonstrate a classification task using XGBoost (Chen & Guestrin, 2016) on a Skin Segmentation dataset 1. [...] 1https://archive.ics.uci.edu/ml/datasets/skin+segmentation
Dataset Splits Yes Using MNIST dataset, we train the models with this hyperparameter setting using the 55000 patterns and then test the model on the 10000 patterns. [...] The Skin Segmentation dataset is plit into 15% for training and 85% for testing for a classification problem.
Hardware Specification No The paper mentions 'All implementations are in Python' but does not specify any hardware details such as GPU models, CPU types, or memory used for running the experiments.
Software Dependencies No The paper mentions 'All implementations are in Python' and refers to 'the function SGDClassifier in the scikit-learn package' and 'Adam optimizer', but it does not provide specific version numbers for any of these software dependencies.
Experiment Setup Yes For each test function, we repeat the experiments 15 times. [...] We used Mat ern kernel with ν = 4+(D+1)/2 which satisfies our assumptions, and estimated the kernel hyper-parameters automatically from data using Maximum Likelihood Estimation. [...] For our BOO algorithm, we choose parameters m, a, b and N as per Corollary 1 which suggests using N so that a = O((N 2 )1/D) 2. For Hartmann3 (D = 3) and Schwefel (D = 3) we use partitioning procedure P(8; 2, 3) with N = 200. For Shekel function (D = 4), we use P(16; 2; 4) with N = 800 so that (N 2 )1/D 2. We follow Lemma 6 in our theoretical analysis to set βp = 2log(π2p3/3η), with η = 0.05. [...] The model is trained with the Adam optimizer in 20 epochs with batch size 128. [...] Table 2. Hyperparameters for XGBoost.