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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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0111 · Oct 201919922001200920172026
7 results for BOTorch

Bayesian optimization provides sample-efficient global optimization for a broad range of applications, including automatic machine learning, engineering, physics, and experimental design. We introduce BoTorch, a modern programming framework for Bayesian optimization that combines Monte-Carlo (MC) acquisition functions,…

2019-10-14abs ↗pdf ↗

Deep learning models are full of hyperparameters, which are set manually before the learning process can start. To find the best configuration for these hyperparameters in such a high dimensional space, with time-consuming and expensive model training / validation, is not a trivial challenge. Bayesian optimization is a…

2019-12-11abs ↗pdf ↗

A new method for efficient computation of Knowledge Gradient in Bayesian optimization.

problem Efficient computation of the Knowledge Gradient for Bayesian optimization.
method One-shot Hybrid KG, a new approach combining previous ideas.
result The new method is cheap to compute and preserves theoretical properties of previous methods.

BoTier optimizes experiments by balancing multiple objectives hierarchically.

problem Balancing multiple competing objectives in scientific experiments.
method Composite objective that flexibly represents a hierarchy of preferences over outcomes and parameters.
result Demonstrates robust applicability across various use cases and seamless integration.

FanG-HPO optimizes machine learning models for fairness and low energy consumption.

problem Bias in machine learning models and high energy consumption in hyperparameter optimization.
method Combines multi-objective and multiple information source Bayesian optimization.
result FanG-HPO identifies fair and energy-efficient machine learning models.

AES uses α-divergence to select informative points for BO, improving optimization performance.

problem Optimizing complex functions with limited evaluations.
method AES uses α-divergence to select points based on dependency with global maximum.
result AES outperforms other information-based acquisition functions in various experiments.