This paper presents a Bayesian optimization method with exponential convergence without the need of auxiliary optimization and without the delta-cover sampling. Most Bayesian optimization methods require auxiliary optimization: an additional non-convex global optimization problem, which can be time-consuming and hard to implement in practice. Also, the existing Bayesian optimization method with exponential convergence requires access to the delta-cover sampling, which was considered to be impractical. Our approach eliminates both requirements and achieves an exponential convergence rate. Papers published at the Neural Information Processing Systems Conference.
Bayesian optimization has recently emerged as a popular method for the sample-efficient optimization of expensive black-box functions. However, the application to high-dimensional problems with several thousand observations remains challenging, and on difficult problems Bayesian optimization is often not competitive with other paradigms. In this paper we take the view that this is due to the implicit homogeneity of the global probabilistic models and an overemphasized exploration that results from global acquisition. We propose the TuRBO algorithm that fits a collection of local models and performs a principled global allocation of samples across these models via an implicit bandit approach. A comprehensive evaluation demonstrates that TuRBO outperforms state-of-the-art methods from machine learning and operations research on problems spanning reinforcement learning, robotics, and the natural sciences.
Optimization is a problem associated with the best decision that is effective and efficient decisions whether it is worth maximum or minimum by way of determining a satisfactory solution. Optimization is not a new science. It has grown even since Newton in the 17th century discovered how to count roots. Currently the science of optimization is still evolving in terms of techniques and applications. Many cases or problems in everyday life that involve optimization to solve them.
Artificial Intelligence has an important place in the scientific community as a result of its successful outputs in terms of different fields. In time, the field of Artificial Intelligence has been divided into many sub-fields because of increasing number of different solution approaches, methods, and techniques. Machine Learning has the most remarkable role with its functions to learn from samples from the environment. On the other hand, intelligent optimization done by inspiring from nature and swarms had its own unique scientific literature, with effective solutions provided for optimization problems from different fields. Because intelligent optimization can be applied in different fields effectively, this study aims to provide a general discussion on multidisciplinary effects of Artificial Intelligence by considering its optimization oriented solutions. The study briefly focuses on background of the intelligent optimization briefly and then gives application examples of intelligent optimization from a multidisciplinary perspective.