Systems and methods for parallelizing Bayesian optimization

US10346757B2 · kind B2 · utility

Assignees

• President and Fellows of Harvard College · US
• SOCPRA SCIENCES ET GENIE S.E.C. · CA
• The Governing Council of the University of Toronto · CA

Inventors

• Ryan P. Adams · Somerville, US
• Roland Jasper Snoek · Cambridge, US
• Hugo Larochelle · Sherbrooke, CA

Key dates

• Filing date: May 30, 2014
• Grant date: Jul 9, 2019
• Expiry date: Nov 29, 2036

Classification

• Technology area (CPC G): Physics
• CPC primary: G06N20/10
• WIPO field: Computer technology
• WIPO sector: Electrical engineering

Abstract

Techniques for use in connection with performing optimization using an objective function. The techniques include using at least one computer hardware processor to perform: beginning evaluation of the objective function at a first point; before evaluating the objective function at the first point is completed: identifying, based on likelihoods of potential outcomes of evaluating the objective function at the first point, a second point different from the first point at which to evaluate the objective function; and beginning evaluation of the objective function at the second point.