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Extending Bayesian optimization to batch evaluation can enable the designer to make the most use of parallel computing technology. Most of current batch approaches use artificial functions to simulate the sequential Bayesian optimization algorithm's behavior to select a batch of points for parallel evaluation. However, as the batch size grows, the accumulated error introduced by these artificial functions increases rapidly, which dramatically decreases the optimization efficiency of the algorithm. In this work, we propose a simple and efficient approach to extend Bayesian optimization to batch evaluation. Different from existing batch approaches, the idea of the new approach is to draw a batch of subspaces of the original problem and select one acquisition point from each subspace. To achieve this, we propose the expected subspace improvement criterion to measure the amount of the improvement that a candidate point can achieve within a certain subspace. By optimizing these expected subspace improvement functions simultaneously, we can get a batch of query points for expensive evaluation. Numerical experiments show that our proposed approach can achieve near-linear speedup when compared with the sequential Bayesian optimization algorithm, and performs very competitively when compared with eight state-of-the-art batch algorithms. This work provides a simple yet efficient approach for batch Bayesian optimization. A Matlab implementation of our approach is available at https://github.com/zhandawei/Expected Subspace Improvement Batch Bayesian Optimization.

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Over the years, a number of semisupervised deeplearning algorithms have been proposed for timeseries classification (TSC). In semisupervised deep learning, from the point of view of representation hierarchy, semantic information extracted from lower levels is the basis of that extracted from higher levels. The authors wonder if high-level semantic information extracted is also helpful for capturing low-level semantic information. This paper studies this problem and proposes a robust semisupervised model with self-distillation (SD) that simplifies existing semisupervised learning (SSL) techniques for TSC, called SelfMatch. SelfMatch hybridizes supervised learning, unsupervised learning, and SD.