The Vizier Gaussian Process Bandit Algorithm

ML AutoML POA
2024年08月21日
Google Vizier已经执行了数百万次优化,并加速了Google的许多研究和生产系统,展示了贝叶斯优化作为大规模服务的成功。多年来,通过众多研究工作和用户反馈的集体经验,其算法已经得到了相当的改进。在这份技术报告中,我们讨论了Open Source Vizier提供的当前默认算法的实现细节和设计选择。我们在标准化基准测试中的实验表明,该算法在多种实际模式下对多个已建立的行业基线具有鲁棒性和多功能性。
Google Vizier has performed millions of optimizations and accelerated numerous research and production systems at Google, demonstrating the success of Bayesian optimization as a large-scale service. Over multiple years, its algorithm has been improved considerably, through the collective experiences of numerous research efforts and user feedback. In this technical report, we discuss the implementation details and design choices of the current default algorithm provided by Open Source Vizier. Our experiments on standardized benchmarks reveal its robustness and versatility against well-established industry baselines on multiple practical modes.