Papers › Scalable Bayesian Optimization Using Deep Neural Networks

Scalable Bayesian Optimization Using Deep Neural Networks

19 Feb 2015arXiv:1502.05700archive 2025-07-28

Jasper Snoek, Oren Rippel, Kevin Swersky, Ryan Kiros, Nadathur Satish, Narayanan Sundaram, Md. Mostofa Ali Patwary, Prabhat, Ryan P. Adams

Bayesian optimization is an effective methodology for the global optimization of functions with expensive evaluations. It relies on querying a distribution over functions defined by a relatively cheap surrogate model. An accurate model for this distribution over functions is critical to the effectiveness of the approach, and is typically fit using Gaussian processes (GPs). However, since GPs scale cubically with the number of observations, it has been challenging to handle objectives whose optimization requires many evaluations, and as such, massively parallelizing the optimization. In this work, we explore the use of neural networks as an alternative to GPs to model distributions over functions. We show that performing adaptive basis function regression with a neural network as the parametric form performs competitively with state-of-the-art GP-based approaches, but scales linearly with the number of data rather than cubically. This allows us to achieve a previously intractable degree of parallelism, which we apply to large scale hyperparameter optimization, rapidly finding competitive models on benchmark object recognition tasks using convolutional networks, and image caption generation using neural language models.

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Tasks

Bayesian OptimizationCaption GenerationGaussian ProcessesHyperparameter OptimizationImage ClassificationObject Recognitionglobal-optimization

Results from the paper archive 2025-07-28

TaskDatasetModelMetricValueRank at snapshotLeaderboardReport
Image Classification CIFAR-10 Tuned CNN Percentage correct 93.6 #173 of 265 Archive leaderboard report
Image Classification CIFAR-100 Tuned CNN Percentage correct 72.6 #166 of 211 Archive leaderboard report

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