Grey-Box Bayesian Optimization: Improving Performance by Looking Inside the Black-Box
| dc.contributor.author | Toscano Palmerin, Saul | |
| dc.contributor.chair | Frazier, Peter | |
| dc.contributor.committeeMember | Henderson, Shane | |
| dc.contributor.committeeMember | Bindel, David | |
| dc.date.accessioned | 2020-08-10T20:24:49Z | |
| dc.date.available | 2020-08-10T20:24:49Z | |
| dc.date.issued | 2020-05 | |
| dc.description | 184 pages | |
| dc.description.abstract | Non-convex time-consuming objectives are often optimized using “black-box” optimization. These approaches assume very little about the objective. While broadly applicable, these approaches typically require more evaluations than methods exploiting more problem structure. In particular, often, we can acquire information about the objective function in ways other than direct evaluation, which is less time-consuming than evaluating the objective directly. This allows us to develop novel Bayesian optimization algorithms that outperform methods that rely only objective function evaluations. In this thesis, we consider three problems: optimization of sum and integrals of expensive-to-evaluate integrands; optimizing hyperparameters for iteratively trained supervised learning machine learning algorithms; and optimizing non-convex functions with a new efficient multistart stochastic gradient descent algorithm. | |
| dc.identifier.doi | https://doi.org/10.7298/3f24-n006 | |
| dc.identifier.other | ToscanoPalmerin_cornellgrad_0058F_11869 | |
| dc.identifier.other | http://dissertations.umi.com/cornellgrad:11869 | |
| dc.identifier.uri | https://hdl.handle.net/1813/70478 | |
| dc.language.iso | en | |
| dc.subject | Bayesian optimization | |
| dc.subject | black-box optimization | |
| dc.subject | Gaussian process | |
| dc.title | Grey-Box Bayesian Optimization: Improving Performance by Looking Inside the Black-Box | |
| dc.type | dissertation or thesis | |
| dcterms.license | https://hdl.handle.net/1813/59810 | |
| thesis.degree.discipline | Operations Research and Information Engineering | |
| thesis.degree.grantor | Cornell University | |
| thesis.degree.level | Doctor of Philosophy | |
| thesis.degree.name | Ph. D., Operations Research and Information Engineering |
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