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Record W2909800602 · doi:10.3929/ethz-b-000337731

No-Regret Bayesian Optimization with Unknown Hyperparameters

2019· article· en· W2909800602 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

fundA Canadian funder is recorded on the work.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueRepository for Publications and Research Data (ETH Zurich) · 2019
Typearticle
Languageen
FieldDecision Sciences
TopicAdvanced Bandit Algorithms Research
Canadian institutionsnot available
FundersNatural Sciences and Engineering Research Council of CanadaVector InstituteSchweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung
KeywordsHyperparameterBayesian optimizationComputer scienceRegretBenchmark (surveying)Gaussian processHyperparameter optimizationMathematical optimizationConvergence (economics)Machine learningKernel (algebra)Black boxArtificial intelligenceFunction (biology)Bayesian probabilityAlgorithmGaussianMathematicsSupport vector machine

Abstract

fetched live from OpenAlex

Bayesian optimization (BO) based on Gaussian process models is a powerful paradigm to optimize black-box functions that are expensive to evaluate. While several BO algorithms provably converge to the global optimum of the unknown function, they assume that the hyperparameters of the kernel are known in advance. This is not the case in practice and misspecification often causes these algorithms to converge to poor local optima. In this paper, we present the first BO algorithm that is provably no-regret and converges to the optimum without knowledge of the hyperparameters. During optimization we slowly adapt the hyperparameters of stationary kernels and thereby expand the associated function class over time, so that the BO algorithm considers more complex function candidates. Based on the theoretical insights, we propose several practical algorithms that achieve the empirical sample efficiency of BO with online hyperparameter estimation, but retain theoretical convergence guarantees. We evaluate our method on several benchmark problems.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.007
metaresearch head score (Gemma)0.006
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesScholarly communication
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.562
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0070.006
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.003
Science and technology studies0.0010.001
Scholarly communication0.0020.003
Open science0.0030.001
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.229
GPT teacher head0.475
Teacher spread0.246 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it