BOCK swMATH ID: 32130 Software Authors: ChangYong Oh, Efstratios Gavves, Max Welling Description: BOCK : Bayesian Optimization with Cylindrical Kernels. A major challenge in Bayesian Optimization is the boundary issue (Swersky, 2017) where an algorithm spends too many evaluations near the boundary of its search space. In this paper, we propose BOCK, Bayesian Optimization with Cylindrical Kernels, whose basic idea is to transform the ball geometry of the search space using a cylindrical transformation. Because of the transformed geometry, the Gaussian Process-based surrogate model spends less budget searching near the boundary, while concentrating its efforts relatively more near the center of the search region, where we expect the solution to be located. We evaluate BOCK extensively, showing that it is not only more accurate and efficient, but it also scales successfully to problems with a dimensionality as high as 500. We show that the better accuracy and scalability of BOCK even allows optimizing modestly sized neural network layers, as well as neural network hyperparameters. Homepage: https://arxiv.org/abs/1806.01619 Keywords: Machine Learning; arXiv_stat.ML; arXiv_cs.LG; Bayesian Optimization; Cylindrical Kernels; boundary issue Related Software: Spearmint; SMAC; Adam; Hyperopt; Scikit; ParEGO; MOEA/D; EGO; L-BFGS; TOMS659; pymoo; BOHB; HEBO; Hyperband; BoTorch; RoBO; GPflowOpt; Nevergrad; OpenTuner; pySOT Cited in: 5 Publications Standard Articles 1 Publication describing the Software Year BOCK : Bayesian Optimization with Cylindrical Kernels ChangYong Oh, Efstratios Gavves, Max Welling 2019 all top 5 Cited by 23 Authors 1 Ammar, Haitham Bou 1 Belakaria, Syrine 1 Binois, Mickaël 1 Cowen-Rivers, Alexander I. 1 Deshwal, Aryan 1 Doppa, Janardhan Rao 1 Ginsbourger, David 1 Griffiths, Ryan-Rhys 1 Grosnit, Antoine 1 Jianye, Hao 1 Kim, Wonyoung 1 Kwon, Yongchan 1 Lyu, Wenlong 1 Maraval, Alexandre Max 1 Paik, Myunghee Cho 1 Peters, Jan 1 Roustant, Olivier 1 Sugiyama, Masashi 1 Tutunov, Rasul 1 Wang, Jun 1 Wang, Zhi 1 Xing, Huanlai 1 Zhan, Dawei Cited in 3 Serials 2 Journal of Global Optimization 2 The Journal of Artificial Intelligence Research (JAIR) 1 Machine Learning Cited in 3 Fields 3 Computer science (68-XX) 2 Operations research, mathematical programming (90-XX) 1 Statistics (62-XX) Citations by Year