Asynchronous Batch Bayesian Optimisation with Improved Local Penalisation

Ahsan S. Alvi, Bin Xin Ru, Jan-Peter Calliess, Stephen J. Roberts, Michael A. Osborne

Abstract: Batch Bayesian optimisation (BO) has been successfully applied to hyperparameter tuning using parallel computing, but it is wasteful of resources: workers that complete jobs ahead of others are lef...