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Algorithms
Article . 2023 . Peer-reviewed
License: CC BY
Data sources: Crossref
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Algorithms
Article . 2023
Data sources: DOAJ
https://dx.doi.org/10.48550/ar...
Article . 2022
License: CC BY
Data sources: Datacite
DBLP
Article . 2023
Data sources: DBLP
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Preprint . 2023
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Extrinsic Bayesian Optimization on Manifolds

Authors: Yihao Fang; Mu Niu; Pokman Cheung; Lizhen Lin;

Extrinsic Bayesian Optimization on Manifolds

Abstract

We propose an extrinsic Bayesian optimization (eBO) framework for general optimization problems on manifolds. Bayesian optimization algorithms build a surrogate of the objective function by employing Gaussian processes and utilizing the uncertainty in that surrogate by deriving an acquisition function. This acquisition function represents the probability of improvement based on the kernel of the Gaussian process, which guides the search in the optimization process. The critical challenge for designing Bayesian optimization algorithms on manifolds lies in the difficulty of constructing valid covariance kernels for Gaussian processes on general manifolds. Our approach is to employ extrinsic Gaussian processes by first embedding the manifold onto some higher dimensional Euclidean space via equivariant embeddings and then constructing a valid covariance kernel on the image manifold after the embedding. This leads to efficient and scalable algorithms for optimization over complex manifolds. Simulation study and real data analyses are carried out to demonstrate the utilities of our eBO framework by applying the eBO to various optimization problems over manifolds such as the sphere, the Grassmannian, and the manifold of positive definite matrices.

Keywords

FOS: Computer and information sciences, Computer Science - Machine Learning, Industrial engineering. Management engineering, extrinsic gaussian process, QA75.5-76.95, T55.4-60.8, Machine Learning (cs.LG), embedding, Optimization and Control (math.OC), Electronic computers. Computer science, optimizations on manifolds, FOS: Mathematics, Mathematics - Optimization and Control, Bayesian optimization

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Average
Average
Green
gold