{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/the-parallel-knowledge-gradient-method-for","title":"The Parallel Knowledge Gradient Method for Batch Bayesian Optimization","arxiv_id":"1606.04414","date":"2016-06-14","proceeding":"NeurIPS 2016 12","authors":["Jian Wu","Peter I. Frazier"],"abstract":"In many applications of black-box optimization, one can evaluate multiple\npoints simultaneously, e.g. when evaluating the performances of several\ndifferent neural network architectures in a parallel computing environment. In\nthis paper, we develop a novel batch Bayesian optimization algorithm --- the\nparallel knowledge gradient method. By construction, this method provides the\none-step Bayes-optimal batch of points to sample. We provide an efficient\nstrategy for computing this Bayes-optimal batch of points, and we demonstrate\nthat the parallel knowledge gradient method finds global optima significantly\nfaster than previous batch Bayesian optimization algorithms on both synthetic\ntest functions and when tuning hyperparameters of practical machine learning\nalgorithms, especially when function evaluations are noisy.","url_abs":"http://arxiv.org/abs/1606.04414v4","url_pdf":"http://arxiv.org/pdf/1606.04414v4.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"the-parallel-knowledge-gradient-method-for","repo_url":"https://github.com/wujian16/Cornell-MOE","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok","spdx":"NOASSERTION"}},{"paper_slug":"the-parallel-knowledge-gradient-method-for","repo_url":"https://github.com/wujian16/qKG","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok","spdx":"NOASSERTION"}}],"tasks":[{"task_slug":"bayesian-optimization","task_name":"Bayesian Optimization"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=1606.04414","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}