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English(EN) Bayesian Optimisation Using Product-of-Experts Gaussian Process Models with Uncertainty Calibration

新的贝叶斯优化算法使用专家乘积高斯过程模型

研究人员推出了一种新颖的贝叶斯优化算法 BO-pro-c,该算法利用专家乘积高斯过程(GP)模型。该方法解决了传统 GP 模型在计算上面临的限制,传统 GP 模型由于其立方复杂度而在处理大型数据集时遇到困难。通过组合多个局部 GP 专家,GP-pro-c 在保持全局相关性的同时,提供了改进的不确定性量化并降低了计算成本。实验表明,与基于标准 GP 的贝叶斯优化相比,BO-pro-c 在优化性能上具有竞争力,简单遗憾减少了 0.9%,计算开销减少了 39.4%。 AI

影响 这项新算法可以实现机器学习中更高效的大规模优化任务。

排序理由 该集群包含一篇详细介绍新算法及其评估的研究论文。[lever_c_demoted from research: ic=1 ai=1.0]

在 arXiv cs.LG 阅读 →

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新的贝叶斯优化算法使用专家乘积高斯过程模型

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该集群包含一篇详细介绍新算法及其评估的研究论文。[lever_c_demoted from research: ic=1 ai=1.0]
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报道来源 [1]

  1. arXiv cs.LG TIER_1 English(EN) · Yean Hoon Ong ·

    使用产品专家高斯过程模型和不确定性校准的贝叶斯优化

    arXiv:2609.15555v1 Announce Type: new Abstract: Bayesian optimisation (BO) typically relies on a single global Gaussian process (GP) model as its surrogate model. However, GP regression has cubic computational complexity in the number of training data points, limiting its applica…