Distributed Batch Gaussian Process Optimization

no code implementations • ICML 2017 • Erik A. Daxberger, Bryan Kian Hsiang Low

To realize this, we generalize GP-UCB to a new batch variant amenable to a Markov approximation, which can then be naturally formulated as a multi-agent distributed constraint optimization problem in order to fully exploit the efficiency of its state-of-the-art solvers for achieving linear time in the batch size.

Bayesian Optimization