Search Results for author: Eric Hans Lee

Found 7 papers, 3 papers with code

SigOpt Mulch: An Intelligent System for AutoML of Gradient Boosted Trees

no code implementations10 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.

Hyperparameter Optimization

Achieving Diversity in Objective Space for Sample-efficient Search of Multiobjective Optimization Problems

no code implementations23 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.

Multiobjective Optimization

Scalable Bayesian Transformed Gaussian Processes

no code implementations20 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.

Gaussian Processes Model Selection

Cost-aware Bayesian Optimization

no code implementations22 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.

Bayesian Optimization

Efficient Rollout Strategies for Bayesian Optimization

1 code implementation24 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.

Bayesian Optimization

Scaling Gaussian Process Regression with Derivatives

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.

Bayesian Optimization Dimensionality Reduction +3

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