English

Simple and Scalable Parallelized Bayesian Optimization

Machine Learning 2020-06-25 v1 Machine Learning

Abstract

In recent years, leveraging parallel and distributed computational resources has become essential to solve problems of high computational cost. Bayesian optimization (BO) has shown attractive results in those expensive-to-evaluate problems such as hyperparameter optimization of machine learning algorithms. While many parallel BO methods have been developed to search efficiently utilizing these computational resources, these methods assumed synchronous settings or were not scalable. In this paper, we propose a simple and scalable BO method for asynchronous parallel settings. Experiments are carried out with a benchmark function and hyperparameter optimization of multi-layer perceptrons, which demonstrate the promising performance of the proposed method.

Keywords

Cite

@article{arxiv.2006.13600,
  title  = {Simple and Scalable Parallelized Bayesian Optimization},
  author = {Masahiro Nomura},
  journal= {arXiv preprint arXiv:2006.13600},
  year   = {2020}
}

Comments

accepted to the NewInML forum (co-located with NeurIPS 2019)