| Presentation | 2022-01-18 Bayesian Optimization for Simultaneous Optimization of Multiple Tasks with Max-value Entropy Search Rintaro Yamada, Shion Takeno, Masayuki Karasuyama, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Bayesian optimization (BO) has been widely studied as an effective approach to black-box optimizations. On the other hand, in some practical scenarios, multiple related optimization problems (tasks) need to be solved simultaneously instead of only solving single optimization problem. In this case, the optimization procedure can be accelerated by incorporating correlations among the optimization problems. We propose an information-theoretic acquisition function of BO for the multi-task setting, in which the information gains across different tasks are evaluated. In particular, our method is based on a BO methodcalled max-value entropy search (MES), by which we show that a natural extension for the multi-task setting can be derived. We also demonstrate effectiveness of the proposed method through empirical evaluations. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Bayesian optimization / multi-task / mutual information |
| Paper # | IBISML2021-28 |
| Date of Issue | 2022-01-10 (IBISML) |
| Conference Information | |
| Committee | IBISML |
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| Conference Date | 2022/1/17(2days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Online |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Machine Learning, etc. |
| Chair | Ichiro Takeuchi(Nagoya Inst. of Tech.) |
| Vice Chair | Masashi Sugiyama(Univ. of Tokyo) |
| Secretary | Masashi Sugiyama(Univ. of Tokyo) |
| Assistant | Tomoharu Iwata(NTT) / Atsuyoshi Nakamura(Hokkaido Univ.) |
| Paper Information | |
| Registration To | Technical Committee on Infomation-Based Induction Sciences and Machine Learning |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Bayesian Optimization for Simultaneous Optimization of Multiple Tasks with Max-value Entropy Search |
| Sub Title (in English) | |
| Keyword(1) | Bayesian optimization |
| Keyword(2) | multi-task |
| Keyword(3) | mutual information |
| 1st Author's Name | Rintaro Yamada |
| 1st Author's Affiliation | Nagoya Institute of Technology(NIT) |
| 2nd Author's Name | Shion Takeno |
| 2nd Author's Affiliation | Nagoya Institute of Technology(NIT) |
| 3rd Author's Name | Masayuki Karasuyama |
| 3rd Author's Affiliation | Nagoya Institute of Technology(NIT) |
| Date | 2022-01-18 |
| Paper # | IBISML2021-28 |
| Volume (vol) | vol.121 |
| Number (no) | IBISML-321 |
| Page | pp.pp.75-80(IBISML), |
| #Pages | 6 |
| Date of Issue | 2022-01-10 (IBISML) |