新闻 · arXiv cs.LG

Pitfalls and Remedies for Multi-Task Bayesian Optimization

Bayesian optimization routinely warm-starts a target experiment with data from related source tasks, and the multi-task Gaussian process is the textbook surrogate for the job. We revisit this default in a controlled setting and find that it misestimates the cross-task correlation even in the simplest non-trivial case, affinely related source and target tasks, where a working transfer learning method should obviously succeed. We trace the failure to two independent structural mechanisms.…