The Vizier Gaussian Process Bandit Algorithm
Machine Learning
2024-12-09 v3 Artificial Intelligence
Optimization and Control
Abstract
Google Vizier has performed millions of optimizations and accelerated numerous research and production systems at Google, demonstrating the success of Bayesian optimization as a large-scale service. Over multiple years, its algorithm has been improved considerably, through the collective experiences of numerous research efforts and user feedback. In this technical report, we discuss the implementation details and design choices of the current default algorithm provided by Open Source Vizier. Our experiments on standardized benchmarks reveal its robustness and versatility against well-established industry baselines on multiple practical modes.
Cite
@article{arxiv.2408.11527,
title = {The Vizier Gaussian Process Bandit Algorithm},
author = {Xingyou Song and Qiuyi Zhang and Chansoo Lee and Emily Fertig and Tzu-Kuo Huang and Lior Belenki and Greg Kochanski and Setareh Ariafar and Srinivas Vasudevan and Sagi Perel and Daniel Golovin},
journal= {arXiv preprint arXiv:2408.11527},
year = {2024}
}
Comments
Google DeepMind Technical Report. Code can be found in https://github.com/google/vizier