论文标题

通过大小的昂贵高维多模式功能的平行黑盒优化

Parallel black-box optimization of expensive high-dimensional multimodal functions via magnitude

论文作者

Huntsman, Steve

论文摘要

在最近开发的大小理论的基础上,我们介绍了优化算法Explo2并仔细基准测试。 Explo2推进了优化高维($ d \ gtrapprox 40 $)的多模式功能的最新技术,这些功能的计算昂贵,并且对于不可用的衍生物,例如在超参数优化或通过模拟中出现的衍生物。

Building on the recently developed theory of magnitude, we introduce the optimization algorithm EXPLO2 and carefully benchmark it. EXPLO2 advances the state of the art for optimizing high-dimensional ($D \gtrapprox 40$) multimodal functions that are expensive to compute and for which derivatives are not available, such as arise in hyperparameter optimization or via simulations.

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