Navigating in High-Dimensional Search Space: A Hierarchical Bayesian Optimization Approach

Fuente: arXiv
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Main Authors: Li, Wenxuan, Wang, Taiyi, Yoneki, Eiko
Format: Preprint
Published: 2024
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author Li, Wenxuan
Wang, Taiyi
Yoneki, Eiko
author_facet Li, Wenxuan
Wang, Taiyi
Yoneki, Eiko
contents Optimizing black-box functions in high-dimensional search spaces has been known to be challenging for traditional Bayesian Optimization (BO). In this paper, we introduce HiBO, a novel hierarchical algorithm integrating global-level search space partitioning information into the acquisition strategy of a local BO-based optimizer. HiBO employs a search-tree-based global-level navigator to adaptively split the search space into partitions with different sampling potential. The local optimizer then utilizes this global-level information to guide its acquisition strategy towards most promising regions within the search space. A comprehensive set of evaluations demonstrates that HiBO outperforms state-of-the-art methods in high-dimensional synthetic benchmarks and presents significant practical effectiveness in the real-world task of tuning configurations of database management systems (DBMSs).
format Preprint
id arxiv_https___arxiv_org_abs_2410_23148
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Navigating in High-Dimensional Search Space: A Hierarchical Bayesian Optimization Approach
Li, Wenxuan
Wang, Taiyi
Yoneki, Eiko
Machine Learning
Optimizing black-box functions in high-dimensional search spaces has been known to be challenging for traditional Bayesian Optimization (BO). In this paper, we introduce HiBO, a novel hierarchical algorithm integrating global-level search space partitioning information into the acquisition strategy of a local BO-based optimizer. HiBO employs a search-tree-based global-level navigator to adaptively split the search space into partitions with different sampling potential. The local optimizer then utilizes this global-level information to guide its acquisition strategy towards most promising regions within the search space. A comprehensive set of evaluations demonstrates that HiBO outperforms state-of-the-art methods in high-dimensional synthetic benchmarks and presents significant practical effectiveness in the real-world task of tuning configurations of database management systems (DBMSs).
title Navigating in High-Dimensional Search Space: A Hierarchical Bayesian Optimization Approach
topic Machine Learning
url https://arxiv.org/abs/2410.23148