A memory constrained bayesian optimization via robust online memory estimation
摘要
Bayesian optimization (BO) is a memory-intensive algorithm that requires training and evaluating an expensive objective function. In contrast to previous works that use an offline memory estimation to make BO memory-efficient, we propose a robust and simple online memory estimation method that requires training a model only for the first two iterations of the first epoch. Our memory estimation method is then integrated with a simple, performance-based surrogate model of BO in a seamless (or in sync) mode that enforces memory efficiency even if it does not bypass a preset threshold. The online memory estimation method has been evaluated on two different datasets, showing that it is more accurate than the existing offline method (