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Regret bounds for transfer learning in Bayesian optimisation

Shilton, Alistair, Gupta, Sunil, Rana, Santu and Venkatesh, Svetha 2017, Regret bounds for transfer learning in Bayesian optimisation, in AISTATS 2017 : Machine Learning Research : Proceedings of the 20th Artificial Intelligence and Statistics International Conference, [The Conference], [Fort Lauderdale, Fla.], pp. 1-9.

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Title Regret bounds for transfer learning in Bayesian optimisation
Author(s) Shilton, Alistair
Gupta, SunilORCID iD for Gupta, Sunil orcid.org/0000-0002-3308-1930
Rana, SantuORCID iD for Rana, Santu orcid.org/0000-0003-2247-850X
Venkatesh, Svetha
Conference name Artificial Intelligence and Statistics. International Conference (20th : 2017 : Fort Lauderdale, Florida)
Conference location Fort Lauderdale, Florida
Conference dates 20-22 Apr. 2017
Title of proceedings AISTATS 2017 : Machine Learning Research : Proceedings of the 20th Artificial Intelligence and Statistics International Conference
Editor(s) Singh, Aarti
Zhu, Jerry
Publication date 2017
Conference series Artificial Intelligence and Statistics International Conference
Start page 1
End page 9
Total pages 9
Publisher [The Conference]
Place of publication [Fort Lauderdale, Fla.]
Summary This paper studies the regret bound of two transfer learning algorithms in Bayesian optimisation. The first algorithm models any difference between the source and target functions as a noise process. The second algorithm proposes a new way to model the difference between the source and target as a Gaussian process which is then used to adapt the source data. We show that in both cases the regret bounds are tighter than in the no transfer case. We also experimentally compare the performance of these algorithms relative to no transfer learning and demonstrate benefits of transfer learning.
Language eng
Field of Research 080109 Pattern Recognition and Data Mining
Socio Economic Objective 0 Not Applicable
HERDC Research category E1 Full written paper - refereed
ERA Research output type E Conference publication
Copyright notice ©2017, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30094575

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