Papers › Transfer Learning with Gaussian Processes for Bayesian Optimization

Transfer Learning with Gaussian Processes for Bayesian Optimization

22 Nov 2021arXiv:2111.11223archive 2025-07-28

Petru Tighineanu, Kathrin Skubch, Paul Baireuther, Attila Reiss, Felix Berkenkamp, Julia Vinogradska

Bayesian optimization is a powerful paradigm to optimize black-box functions based on scarce and noisy data. Its data efficiency can be further improved by transfer learning from related tasks. While recent transfer models meta-learn a prior based on large amount of data, in the low-data regime methods that exploit the closed-form posterior of Gaussian processes (GPs) have an advantage. In this setting, several analytically tractable transfer-model posteriors have been proposed, but the relative advantages of these methods are not well understood. In this paper, we provide a unified view on hierarchical GP models for transfer learning, which allows us to analyze the relationship between methods. As part of the analysis, we develop a novel closed-form boosted GP transfer model that fits between existing approaches in terms of complexity. We evaluate the performance of the different approaches in large-scale experiments and highlight strengths and weaknesses of the different transfer-learning methods.

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Bayesian OptimizationGaussian ProcessesTransfer Learning

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