Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Rectified Max-Value Entropy Search for Bayesian Optimization   Although the existing max-value entropy search (MES) is based on the widely
celebrated notion of mutual information, its empirical performance can suffer
due to two misconceptions whose implications on the exploration-exploitation
trade-off are investigated in this paper. These issues are essential in the
development of future acquisition functions and the improvement of the existing
ones as they encourage an accurate measure of the mutual information such as
the rectified MES (RMES) acquisition function we develop in this work. Unlike
the evaluation of MES, we derive a closed-form probability density for the
observation conditioned on the max-value and employ stochastic gradient ascent
with reparameterization to efficiently optimize RMES. As a result of a more
principled acquisition function, RMES shows a consistent improvement over MES
in several synthetic function benchmarks and real-world optimization problems.

21
The categories of this paper are: adap-org
17
The categories of this paper are: q-fin
12
The categories of this paper are: nucl-th
28
The categories of this paper are: alg-geom
22
The categories of this paper are: chao-dyn
14
The categories of this paper are: math-ph
10
The categories of this paper are: q-bio
4
The categories of this paper are: cond-mat
8
The categories of this paper are: hep-ex
23
The categories of this paper are: solv-int
35
The categories of this paper are: mtrl-th
9
The categories of this paper are: nlin
13
The categories of this paper are: quant-ph
3
The categories of this paper are: physics
20
The categories of this paper are: acc-phys
5
The categories of this paper are: gr-qc