Presentation 2019-06-17
A Comparison of Surrogate Models in Bayesian Optimization
Sho Shimoyama, Masahiro Nomura,
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Abstract(in Japanese) (See Japanese page)
Abstract(in English) Bayesian optimization can efficiently select the next search point by using a surrogate model that estimates an objective function from past data, so it is used in various fields including hyperparameter optimization of machine learning algorithms. Although Gaussian process and random forest are the representative surrogate models in Bayesian optimization, effects of properties of these surrogate models on the performance are not sufficiently discussed. In this study, we examine the effects of properties of these surrogate models on the performance by experiments on benchmark functions with different noise levels, number of dimensions and characteristics.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) Bayesian optimization / Gaussian process / random forest / expected improvement
Paper # IBISML2019-7
Date of Issue 2019-06-10 (IBISML)

Conference Information
Committee NC / IBISML / IPSJ-MPS / IPSJ-BIO
Conference Date 2019/6/17(3days)
Place (in Japanese) (See Japanese page)
Place (in English) Okinawa Institute of Science and Technology
Topics (in Japanese) (See Japanese page)
Topics (in English) Neurocomputing, Machine Learning Approach to Biodata Mining, and General
Chair Hayaru Shouno(UEC) / Hisashi Kashima(Kyoto Univ.) / Masakazu Sekijima(Tokyo Tech) / Hiroyuki Kurata(Kyutech)
Vice Chair Kazuyuki Samejima(Tamagawa Univ) / Masashi Sugiyama(Univ. of Tokyo) / Koji Tsuda(Univ. of Tokyo)
Secretary Kazuyuki Samejima(NAIST) / Masashi Sugiyama(NTT) / Koji Tsuda(Nagoya Inst. of Tech.) / (AIST) / (Nagoya Univ.)
Assistant Takashi Shinozaki(NICT) / Ken Takiyama(TUAT) / Tomoharu Iwata(NTT) / Shigeyuki Oba(Kyoto Univ.)

Paper Information
Registration To Technical Committee on Neurocomputing / Technical Committee on Infomation-Based Induction Sciences and Machine Learning / IPSJ Special Interest Group on Mathematical Modeling and Problem Solving / IPSJ Special Interest Group on Bioinformatics and Genomics
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) A Comparison of Surrogate Models in Bayesian Optimization
Sub Title (in English)
Keyword(1) Bayesian optimization
Keyword(2) Gaussian process
Keyword(3) random forest
Keyword(4) expected improvement
1st Author's Name Sho Shimoyama
1st Author's Affiliation Meiji University(Meiji Univ.)
2nd Author's Name Masahiro Nomura
2nd Author's Affiliation CyberAgent, Inc.(CA)
Date 2019-06-17
Paper # IBISML2019-7
Volume (vol) vol.119
Number (no) IBISML-89
Page pp.pp.43-50(IBISML),
#Pages 8
Date of Issue 2019-06-10 (IBISML)