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The Vizier Gaussian Process Bandit Algorithm
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The Vizier Gaussian Process Bandit Algorithm
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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.
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Cited by 1 Pith paper
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Global Optimization of Gaussian Process Acquisition Functions Using a Piecewise-Linear Kernel Approximation
Introduces PK-MIQP, a piecewise-linear kernel approximation that converts Gaussian process acquisition function optimization into a solvable MIQP for any stationary or dot-product kernel, with regret bounds and tests ...
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