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arXiv research

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.

168,742 papers · 148 categories

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3 results for “fantasization”

Fantasizing with Dual GPs in Bayesian Optimization and Active Learningcs.LG

The paper improves Gaussian process models for efficient batch optimization.

problem Poor scaling and optimization loop issues in Gaussian process models.

method Dual GP parameterization for linear scaling and non-Gaussian likelihood updates.

result Extends sparse models to greedy batch fantasizing acquisition functions.

Gaussian processes Bayesian optimization Active learning Dual GP Batch acquisition

2022-11-02abs ↗pdf ↗

Efficient Nonmyopic Bayesian Optimization via One-Shot Multi-Step Treescs.LG

Efficiently optimizes expensive functions with multi-step lookahead using one-shot optimization.

problem Optimizing expensive functions with long-term impacts using myopic approaches.

method Formulated as nested optimization problems within a multi-step scenario tree, optimized in one-shot fashion.

result Multi-step expected improvement is computationally tractable and outperforms existing methods.

Bayesian optimization multi-step lookahead one-shot optimization fantasization Gaussian process

2020-06-29abs ↗pdf ↗

Joint Entropy Search for Maximally-Informed Bayesian Optimizationcs.LG

JES optimizes expensive functions by considering joint entropy over input and output spaces.

problem Optimizing expensive functions with limited evaluations.

method Joint Entropy Search (JES) considers joint entropy over input and output spaces.

result JES outperforms other information-theoretic methods in Bayesian optimization.

Bayesian optimization information theory entropy max-value entropy joint probability

2022-06-09abs ↗pdf ↗