Reinforced Few-Shot Acquisition Function Learning for Bayesian Optimization

no code implementations • NeurIPS 2021 • Bing-Jing Hsieh, Ping-Chun Hsieh, Xi Liu

While it serves as a natural idea to combine DQN and an existing few-shot learning method, we identify that such a direct combination does not perform well due to severe overfitting, which is particularly critical in BO due to the need of a versatile sampling policy.

Bayesian Optimization Few-Shot Learning