Efficient Exploration in Binary and Preferential Bayesian Optimization — mentioned by aeytan

Mon, 15 Nov 2021 02:45:29 GMT

Were you trying to do optimization using a binary outcome? I am not familiar with many packages that do this out of the box. Your implementation looks like a good start for the binary case, but you will get better results by computing expected improvement on the probability of winning, (i.e., Phi(f(x)), rather than f(x), where Phi() is the standard normal CDF). For more on why, see http://proceedings.mlr.press/v28/tesch13.pdf and https://arxiv.org/pdf/2110.09361.pdf. AFAIK this should be as simple as defining a simple MCAcquisitionObjective (https://botorch.org/docs/objectives) that passes…

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Efficient Exploration in Binary and Preferential Bayesian Optimization · HackerPapers discussions

Efficient Exploration in Binary and Preferential Bayesian Optimization — mentioned by aeytan