MISO-wiLDCosts: Multi Information Source Optimization with Location Dependent Costs
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Abstract (arXiv)
This paper addresses black-box optimization over multiple information sources whose both fidelity and query cost change over the search space, that is they are location dependent. The approach uses: (i) an Augmented Gaussian Process, recently proposed in multi-information source optimization as a single model of the objective function over search space and sources, and (ii) a Gaussian Process to model the location-dependent cost of each source. The former is used into a Confidence Bound based acquisition function to select the next source and location to query, while the latter is used to penalize the value of the acquisition depending on the expected query cost for any source-location pair. The proposed approach is evaluated on a set of Hyperparameters Optimization tasks, consisting of two Machine Learning classifiers and three datasets of different sizes.
Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). Builds on 8 of its 35 references that are in the map. First posted on arXiv 9 Feb 2021.
Builds on
8 of 35 references.
References · 8
- 2014Learning to Optimize via Information-Directed Samplingcited by 168
- 2016Fast Bayesian Optimization of Machine Learning Hyperparameters on Large Datasetscited by 132
- 2016Multi-Information Source Optimizationcited by 84
- 2018A General Framework for Multi-fidelity Bayesian Optimization with Gaussian Processescited by 52
- 2020Cost-aware Bayesian Optimizationcited by 42
- 2016Multi-fidelity Gaussian Process Bandit Optimisationcited by 31
- 2018Contour location via entropy reduction leveraging multiple information sourcescited by 10
- 2020Green Machine Learning via Augmented Gaussian Processes and Multi-Information Source Optimizationcited by 6
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Citing papers per year: 2022: 1.
1 paper.