Systems and methods for Bayesian optimization using integrated acquisition functions

US9864953B2 · kind B2 · utility

Assignees

• President and Fellows of Harvard College · US
• SOCPRA SCIENCES ET GENIE S.E.C. · CA
• Governing Council of the Univ. of Toronto, The · 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: Jan 9, 2018
• Expiry date: Jul 25, 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: identifying, using an integrated acquisition utility function and a probabilistic model of the objective function, at least a first point at which to evaluate the objective function; evaluating the objective function at least at the identified first point; and updating the probabilistic model of the objective function using results of the evaluating to obtain an updated probabilistic model of the objective function.