Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Fully Distributed Bayesian Optimization with Stochastic Policies   Bayesian optimization has become a popular method for high-throughput
computing, like the design of computer experiments or hyperparameter tuning of
expensive models, where sample efficiency is mandatory. In these applications,
distributed and scalable architectures are a necessity. However, Bayesian
optimization is mostly sequential. Even parallel variants require certain
computations between samples, limiting the parallelization bandwidth. Thompson
sampling has been previously applied for distributed Bayesian optimization.
But, when compared with other acquisition functions in the sequential setting,
Thompson sampling is known to perform suboptimally. In this paper, we present a
new method for fully distributed Bayesian optimization, which can be combined
with any acquisition function. Our approach considers Bayesian optimization as
a partially observable Markov decision process. In this context, stochastic
policies, such as the Boltzmann policy, have some interesting properties which
can also be studied for Bayesian optimization. Furthermore, the Boltzmann
policy trivially allows a distributed Bayesian optimization implementation with
high level of parallelism and scalability. We present results in several
benchmarks and applications that shows the performance of our method.

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The categories of this paper are: math
34
The categories of this paper are: chem-ph
23
The categories of this paper are: solv-int
10
The categories of this paper are: q-bio
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The categories of this paper are: econ
29
The categories of this paper are: funct-an
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The categories of this paper are: nucl-th
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The categories of this paper are: gr-qc
33
The categories of this paper are: plasm-ph
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The categories of this paper are: dg-ga
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The categories of this paper are: hep-th
28
The categories of this paper are: alg-geom
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The categories of this paper are: comp-gas
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The categories of this paper are: cond-mat
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The categories of this paper are: chao-dyn
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The categories of this paper are: atom-ph