mlsanityData to 7 Oct 2026

MONGOOSE: Path-wise Smooth Bayesian Optimisation via Meta-learning

arXiv 2302.11533 ↗First posted 22 Feb 2023cs.LGcited by 5

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Abstract (arXiv)

In Bayesian optimisation, we often seek to minimise the black-box objective functions that arise in real-world physical systems. A primary contributor to the cost of evaluating such black-box objective functions is often the effort required to prepare the system for measurement. We consider a common scenario where preparation costs grow as the distance between successive evaluations increases. In this setting, smooth optimisation trajectories are preferred and the jumpy paths produced by the standard myopic (i.e. one-step-optimal) Bayesian optimisation methods are sub-optimal. Our algorithm, MONGOOSE, uses a meta-learnt parametric policy to generate smooth optimisation trajectories, achieving performance gains over existing methods when optimising functions with large movement costs.

Key facts. Cited by 5 papers in the map (data through 7 Oct 2026). Builds on 33 of its 53 references that are in the map. First posted on arXiv 22 Feb 2023.

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33 of 53 references.

References · 33

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21 more
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