no code implementations • 10 Jul 2023 • Aleksei Sorokin, Xinran Zhu, Eric Hans Lee, Bolong Cheng
In this paper, we present SigOpt Mulch, a model-aware hyperparameter tuning system specifically designed for automated tuning of GBTs that provides two improvements over existing systems.
no code implementations • 23 Jun 2023 • Eric Hans Lee, Bolong Cheng, Michael McCourt
Efficiently solving multi-objective optimization problems for simulation optimization of important scientific and engineering applications such as materials design is becoming an increasingly important research topic.
no code implementations • 20 Oct 2022 • Xinran Zhu, Leo Huang, Cameron Ibrahim, Eric Hans Lee, David Bindel
The Bayesian transformed Gaussian process (BTG) model, proposed by Kedem and Oliviera, is a fully Bayesian counterpart to the warped Gaussian process (WGP) and marginalizes out a joint prior over input warping and kernel hyperparameters.
1 code implementation • 10 Jun 2021 • Eric Hans Lee, David Eriksson, Valerio Perrone, Matthias Seeger
Bayesian optimization (BO) is a popular method for optimizing expensive-to-evaluate black-box functions.
no code implementations • 22 Mar 2020 • Eric Hans Lee, Valerio Perrone, Cedric Archambeau, Matthias Seeger
Bayesian optimization (BO) is a class of global optimization algorithms, suitable for minimizing an expensive objective function in as few function evaluations as possible.
1 code implementation • 24 Feb 2020 • Eric Hans Lee, David Eriksson, Bolong Cheng, Michael McCourt, David Bindel
Non-myopic acquisition functions consider the impact of the next $h$ function evaluations and are typically computed through rollout, in which $h$ steps of BO are simulated.
1 code implementation • NeurIPS 2018 • David Eriksson, Kun Dong, Eric Hans Lee, David Bindel, Andrew Gordon Wilson
Gaussian processes (GPs) with derivatives are useful in many applications, including Bayesian optimization, implicit surface reconstruction, and terrain reconstruction.