An improved high-dimensional Bayesian optimization algorithm
The Bayesian Optimization Algorithm, as an effective approach to addressing non-linear global optimization problems, is widely embraced in a myriad of machine learning application domains. With the development of big data, the presence of computational and statistical challenges in high-dimensional...
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| Veröffentlicht in: | Applied intelligence (Dordrecht, Netherlands) Jg. 55; H. 13; S. 915 |
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| Hauptverfasser: | , |
| Format: | Journal Article |
| Sprache: | Englisch |
| Veröffentlicht: |
New York
Springer US
01.08.2025
Springer Nature B.V |
| Schlagworte: | |
| ISSN: | 0924-669X, 1573-7497 |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | The Bayesian Optimization Algorithm, as an effective approach to addressing non-linear global optimization problems, is widely embraced in a myriad of machine learning application domains. With the development of big data, the presence of computational and statistical challenges in high-dimensional settings means that, despite the proposed improvements and enhancements, the applicability of the Bayesian Optimization Algorithm is still restricted to low-dimensional problems. Our algorithm (1) extracts an interesting nonlinear latent structure in the function by Kernal Principal Component Analysis(KPCA) to reduce the computational complexity, and (2) uses an improved Mutual-Information-Maximizing Input Clustering (MIMIC) algorithm to optimize only a low-dimensional subspace each iteration for more efficient and effective BO. The experiments demonstrate that the proposed algorithm can achieve a clear improvement in optimization accuracy and speed in high-dimensional space and can efficiently solve high-dimensional problems for Bayesian optimization algorithm. |
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| Bibliographie: | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 14 |
| ISSN: | 0924-669X 1573-7497 |
| DOI: | 10.1007/s10489-025-06750-5 |