SYSTEMS AND METHODS FOR BAYESIAN OPTIMIZATION USING NON-LINEAR MAPPING OF INPUT

摘要

Techniques for use in connection with performing optimization using an objective function that maps elements in a first domain to values in a range. The techniques include using at least one computer hardware processor to perform: identifying a first point at which to evaluate the objective function at least in part by using an acquisition utility function and a probabilistic model of the objective function, wherein the probabilistic model depends on a non-linear one-to-one mapping of elements in the first domain to elements in a second domain; evaluating the objective function at the identified first point to obtain a corresponding first value of the objective function; and updating the probabilistic model of the objective function using the first value to obtain an updated probabilistic model of the objective function.

主权项

1. A system for use in connection with performing optimization using an objective function that maps elements in a first domain to values in a range, the system comprising:
at least one computer hardware processor; and at least one non-transitory computer-readable storage medium storing processor-executable instructions that, when executed by the at least one computer hardware processor, cause the at least one computer hardware processor to perform:
identifying a first point at which to evaluate the objective function at least in part by using an acquisition utility function and a probabilistic model of the objective function, wherein the probabilistic model depends on a non-linear one-to-one mapping of elements in the first domain to elements in a second domain;evaluating the objective function at the identified first point to obtain a corresponding first value of the objective function; andupdating the probabilistic model of the objective function using the first value to obtain an updated probabilistic model of the objective function.