Meta-VBO: Utilizing Prior Tasks in Optimizing Risk Measures with Gaussian Processes
Authors: Quoc Phong Nguyen, Bryan Kian Hsiang Low, Patrick Jaillet
ICLR 2024 | Conference PDF | Archive PDF | Plain Text | LLM Run Details
| Reproducibility Variable | Result | LLM Response |
|---|---|---|
| Research Type | Experimental | We provide a theoretical performance guarantee for our algorithm and empirically demonstrate its performance using several synthetic function benchmarks and real-world objective functions. |
| Researcher Affiliation | Academia | Quoc Phong Nguyen1, Bryan Kian Hsiang Low2 & Patrick Jaillet1 1LIDS and EECS, Massachusetts Institute of Technology, USA 2School of Computing, National University of Singapore, Singapore |
| Pseudocode | No | The paper describes algorithms but does not provide structured pseudocode or algorithm blocks. |
| Open Source Code | No | The paper states 'provided the implementation of the experiments' but does not include an explicit statement about releasing the source code or a link to a repository. |
| Open Datasets | Yes | The experiments are performed on 6 synthetic functions: a Gaussian curve, the Branin-Hoo, the Goldstein-Price, the six-hump camel, the Hartmann-3D, and the Hartmann-6D (obtained from https://www.sfu.ca/~ssurjano); and using 2 real-world datasets: the yacht hydrodynamics dataset (Dua and Graff, 2017) and a portfolio optimization dataset (obtained from the existing works of Cakmak et al. (2020); Nguyen et al. (2021a)). and bibliography entry Dheeru Dua and Casey Graff. UCI machine learning repository, 2017. URL http://archive. ics.uci.edu/ml. |
| Dataset Splits | No | The paper mentions the datasets used but does not provide specific training/validation/test dataset splits, percentages, or absolute sample counts. |
| Hardware Specification | No | The paper does not provide specific hardware details (exact GPU/CPU models, processor types, or detailed computer specifications) used for running its experiments. |
| Software Dependencies | No | The paper does not provide specific ancillary software details with version numbers, such as library names or solver versions. |
| Experiment Setup | Yes | As explained in Sec. 3.3, we set λ = 0 and η = 1. |