December 02, 2020
High dimensional black-box optimization has broad applications but remains a challenging problem to solve. Given a set of samples $\{\vx_i, y_i\}$, building a global model (like Bayesian Optimization (BO)) suffers from the curse of dimensionality in the high-dimensional search space, while a greedy search may lead to sub-optimality. By recursively splitting the search space into regions with high/low function values, recent works like LaNAS shows good performance in Neural Architecture Search (NAS), reducing the sample complexity empirically. In this paper, we coin LA-MCTS that extends LaNAS to other domains. Unlike previous approaches, LA-MCTS learns the partition of the search space using a few samples and their function values in an online fashion. While LaNAS uses linear partition and performs uniform sampling in each region, our LA-MCTS adopts a nonlinear decision boundary and learns a local model to pick good candidates. If the nonlinear partition function and the local model fits well with ground-truth black-box function, then good partitions and candidates can be reached with much fewer samples. LA-MCTS serves as a \emph{meta-algorithm} by using existing black-box optimizers (e.g., BO, TuRBO) as its local models, achieving strong performance in general black-box optimization and reinforcement learning benchmarks, in particular for high-dimensional problems.
Publisher
NeurIPS
July 21, 2024
Ouail Kitouni, Niklas Nolte, Samuel Pérez Díaz, Sokratis Trifinopoulos, Mike Williams
July 21, 2024
July 08, 2024
Antonio Orvieto, Lin Xiao
July 08, 2024
July 01, 2024
Andrei Lupu, Chris Lu, Robert Lange, Jakob Foerster
July 01, 2024
June 17, 2024
Heli Ben-Hamu, Omri Puny, Itai Gat, Brian Karrer, Uriel Singer, Yaron Lipman
June 17, 2024
Product experiences
Foundational models
Product experiences
Latest news
Foundational models