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| Presentation | 2022-01-17 10:20 Constrained Bayesian Optimization through Optimal-value Entropy Shion Takeno, Tomoyuki Tamura (NIT), Kazuki Shitara (Osaka Univ./JFCC), Masayuki Karasuyama (NIT)  IBISML2021-19 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | The constrained optimization problem for the expensive black-box function is a major problem. Although the effectiveness of entropy-based constrained Bayesian optimization (CBO) methods has been shown, they have practical problems, such as an unstable numerical approximation and a negative estimator for mutual information (MI). This paper proposes the CBO method based on the computationally tractable lower bound of the MI. Our proposed method has some benefits that have not been shown in the conventional approach, e.g., the non-negativity of the estimator for MI. Moreover, we showed the extension for the parallel setting, in which the queries can be issued simultaneously. We demonstrate the effectiveness of our proposed method by several benchmark functions. | |
| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | Bayesian optimization / constrained optimization / entropy / / / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 121, no. 321, IBISML2021-19, pp. 9-16, Jan. 2022. | |
| Paper # | IBISML2021-19 | |
| Date of Issue | 2022-01-10 (IBISML) | |
| ISSN | Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | IBISML2021-19 |
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| Conference Information | |
| Committee | IBISML |
| Conference Date | 2022-01-17 - 2022-01-18 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Online |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Machine Learning, etc. |
| Paper Information | |
| Registration To | IBISML |
| Conference Code | 2022-01-IBISML |
| Language | English (Japanese title is available) |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Constrained Bayesian Optimization through Optimal-value Entropy |
| Sub Title (in English) | |
| Keyword(1) | Bayesian optimization |
| Keyword(2) | constrained optimization |
| Keyword(3) | entropy |
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| 1st Author's Name | Shion Takeno |
| 1st Author's Affiliation | Nagoya Institute of Technology (NIT) |
| 2nd Author's Name | Tomoyuki Tamura |
| 2nd Author's Affiliation | Nagoya Institute of Technology (NIT) |
| 3rd Author's Name | Kazuki Shitara |
| 3rd Author's Affiliation | Osaka University/ Japan Fine Ceramics Center (Osaka Univ./JFCC) |
| 4th Author's Name | Masayuki Karasuyama |
| 4th Author's Affiliation | Nagoya Institute of Technology (NIT) |
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| Speaker | Author-1 |
| Date Time | 2022-01-17 10:20:00 |
| Presentation Time | 20 minutes |
| Registration for | IBISML |
| Paper # | IBISML2021-19 |
| Volume (vol) | vol.121 |
| Number (no) | no.321 |
| Page | pp.9-16 |
| #Pages | 8 |
| Date of Issue | 2022-01-10 (IBISML) |
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