Budgeted Optimization with Concurrent Stochastic-Duration Experiments
published: Jan. 19, 2012, recorded: December 2011, views: 3439
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Budgeted optimization involves optimizing an unknown function that is costly to evaluate by requesting a limited number of function evaluations at intelligently selected inputs. Typical problem formulations assume that experiments are selected one at a time with a limited total number of experiments, which fail to capture important aspects of many real-world problems. This paper defines a novel problem formulation with the following important extensions: 1) allowing for concurrent experiments; 2) allowing for stochastic experiment durations; and 3) placing constraints on both the total number of experiments and the total experimental time. We develop both offline and online algorithms for selecting concurrent experiments in this new setting and provide experimental results on a number of optimization benchmarks. The results show that our algorithms produce highly effective schedules compared to natural baselines.
Download slides: nips2011_azimi_experiments_01.pdf (428.8 KB)
Download article: nips2011_0661.pdf (282.4 KB)
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !