mlsanityData to 14 Oct 2026

GLASSES: Relieving The Myopia Of Bayesian Optimisation

arXiv 1510.06299 ↗First posted 21 Oct 2015stat.MLcited by 38

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Abstract (arXiv)

We present GLASSES: Global optimisation with Look-Ahead through Stochastic Simulation and Expected-loss Search. The majority of global optimisation approaches in use are myopic, in only considering the impact of the next function value; the non-myopic approaches that do exist are able to consider only a handful of future evaluations. Our novel algorithm, GLASSES, permits the consideration of dozens of evaluations into the future. This is done by approximating the ideal look-ahead loss function, which is expensive to evaluate, by a cheaper alternative in which the future steps of the algorithm are simulated beforehand. An Expectation Propagation algorithm is used to compute the expected value of the loss.We show that the far-horizon planning thus enabled leads to substantive performance gains in empirical tests.

Key facts. Cited by 38 papers in the map (data through 14 Oct 2026). First posted on arXiv 21 Oct 2015.

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Citing papers per year: 2021: 7; 2022: 9; 2023: 6; 2024: 11; 2025: 4; 2026: 1.

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