2019
DOI: 10.1007/s11590-019-01433-w
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High-dimensional Bayesian optimization with projections using quantile Gaussian processes

Abstract: Key challenges of Bayesian optimization in high dimensions are both learning the response surface and optimizing an acquisition function. The acquisition function selects a new point to evaluate the black-box function. Both challenges can be addressed by making simplifying assumptions, such as additivity or intrinsic lower dimensionality of the expensive objective. In this article, we exploit the effective lower dimensionality with axis-aligned projections and optimize on a partitioning of the input space. Axi… Show more

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Cited by 24 publications
(14 citation statements)
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“…Our code is made publicly available at https://github.com/Ryan-Rhys/ Constrained-Bayesian-Optimisation-for-Automatic-Chemical-Design. Further work could feature improvements to the constraint scheme Rainforth et al [2016], Mahmood and Hernández-Lobato [2019], Astudillo and Frazier [2019], 201, Moriconi et al [2019], Bartz-Beielstein and Zaefferer [2017]. In terms of objectives for molecule generation, recent work by , Polykovskiy et al [2018a], Tabor et al [2018], Aumentado-Armstrong [2018], has featured a more targeted search for novel compounds.…”
Section: Discussionmentioning
confidence: 99%
“…Our code is made publicly available at https://github.com/Ryan-Rhys/ Constrained-Bayesian-Optimisation-for-Automatic-Chemical-Design. Further work could feature improvements to the constraint scheme Rainforth et al [2016], Mahmood and Hernández-Lobato [2019], Astudillo and Frazier [2019], 201, Moriconi et al [2019], Bartz-Beielstein and Zaefferer [2017]. In terms of objectives for molecule generation, recent work by , Polykovskiy et al [2018a], Tabor et al [2018], Aumentado-Armstrong [2018], has featured a more targeted search for novel compounds.…”
Section: Discussionmentioning
confidence: 99%
“…High-dimensional optimization is often translated into low-dimensional problems, which are defined on subsets of variables (Moriconi et al 2020;Kandasamy et al 2015;Rolland et al 2018). These approaches apply a divide and conquer approach to decompose the problem into independent (Moriconi et al 2020;Kandasamy et al 2015) and potentially dependent components (Rolland et al 2018). However, high-dimensional data often possesses a lower intrinsic dimensionality, which can be exploited for optimization.…”
Section: Introductionmentioning
confidence: 99%
“…where f ( x best ) is the lowest observed value, Φ and ϕ are the standard cumulative and normal density, respectively [ 62 ].…”
Section: Resultsmentioning
confidence: 99%