2016
DOI: 10.1109/jproc.2015.2494218
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Taking the Human Out of the Loop: A Review of Bayesian Optimization

Abstract: Big data applications are typically associated with systems involving large numbers of users, massive complex software systems, and large-scale heterogeneous computing and storage architectures. The construction of such systems involves many distributed design choices. The end products (e.g., recommendation systems, medical analysis tools, real-time game engines, speech recognizers) thus involves many tunable configuration parameters. These parameters are often specified and hard-coded into the software by var… Show more

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Cited by 4,217 publications
(2,989 citation statements)
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References 87 publications
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“…The optimization algorithm used hereafter to minimize f (x) over the domain belongs to a class of Bayesian optimization algorithms (Mockus, 1989;Shahriari et al, 2016). The Bayesian aspect refers to placing a random process prior Y on the unknown 5 function f (possibly computationally expensive) and updating its probability distribution thanks to available evaluation results, and the optimization part relies on using conditional distributions of Y to iteratively choose points with the identification of f 's global optimum/optimizer(s) in view.…”
Section: Optimization Methodologymentioning
confidence: 99%
“…The optimization algorithm used hereafter to minimize f (x) over the domain belongs to a class of Bayesian optimization algorithms (Mockus, 1989;Shahriari et al, 2016). The Bayesian aspect refers to placing a random process prior Y on the unknown 5 function f (possibly computationally expensive) and updating its probability distribution thanks to available evaluation results, and the optimization part relies on using conditional distributions of Y to iteratively choose points with the identification of f 's global optimum/optimizer(s) in view.…”
Section: Optimization Methodologymentioning
confidence: 99%
“…Solution Based on Bayesian Optimization. Bayesian optimization is a statistical framework that uses information gained from past experiments to model and minimize an arbitrary objective function, and it works by building and querying cheap surrogate models which estimate the behavior of real objective functions which are expensive to evaluate [29]. Surrogate models are typically built using Gaussian process regression (GPR).…”
Section: Electromechanical Codesign Formulationmentioning
confidence: 99%
“…According to the research in [29][30][31], the new point x N+1 is obtained by a search algorithm, and the new …”
Section: Electromechanical Codesign Formulationmentioning
confidence: 99%
“…automatic Machine Learning (aML) in bringing the human-out-of-the-loop is the grand goal of ML and works well in many cases with "big data" [16].…”
Section: Glossary and Key Termsmentioning
confidence: 99%