{"id":"https://openalex.org/W2167789032","doi":"https://doi.org/10.48550/arxiv.1406.2541","title":"Predictive Entropy Search for Efficient Global Optimization of Black-box Functions","display_name":"Predictive Entropy Search for Efficient Global Optimization of Black-box Functions","publication_year":2014,"publication_date":"2014-06-10","ids":{"openalex":"https://openalex.org/W2167789032","doi":"https://doi.org/10.48550/arxiv.1406.2541","mag":"2167789032"},"language":"en","primary_location":{"id":"pmh:oai:arXiv.org:1406.2541","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/1406.2541","pdf_url":"https://arxiv.org/pdf/1406.2541","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["arxiv","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1406.2541","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5102890597","display_name":"Jos\u00e9 Miguel Hern\u00e1ndez-Lobato","orcid":"https://orcid.org/0000-0001-7610-949X","observed_orcids":["https://orcid.org/0000-0001-7610-949X"]},"institutions":[{"id":"https://openalex.org/I241749","display_name":"University of Cambridge","ror":"https://ror.org/013meh722","country_code":"GB","type":"education","lineage":["https://openalex.org/I241749"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Hern\u00e1ndez-Lobato, Jos\u00e9 Miguel","raw_affiliation_strings":["Univ. of Cambridge"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Univ. of Cambridge","institution_ids":["https://openalex.org/I241749"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5110357506","display_name":"Matthew W. Hoffman","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I241749","display_name":"University of Cambridge","ror":"https://ror.org/013meh722","country_code":"GB","type":"education","lineage":["https://openalex.org/I241749"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Hoffman, Matthew W.","raw_affiliation_strings":["University of Cambridge","Univ. of Cambridge"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Cambridge","institution_ids":["https://openalex.org/I241749"]},{"raw_affiliation_string":"Univ. of Cambridge","institution_ids":["https://openalex.org/I241749"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5010820865","display_name":"Zoubin Ghahramani","orcid":"https://orcid.org/0000-0002-7464-6475","observed_orcids":["https://orcid.org/0000-0002-7464-6475"]},"institutions":[{"id":"https://openalex.org/I241749","display_name":"University of Cambridge","ror":"https://ror.org/013meh722","country_code":"GB","type":"education","lineage":["https://openalex.org/I241749"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Ghahramani, Zoubin","raw_affiliation_strings":["University of Cambridge","Univ. of Cambridge"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Cambridge","institution_ids":["https://openalex.org/I241749"]},{"raw_affiliation_string":"Univ. of Cambridge","institution_ids":["https://openalex.org/I241749"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I241749"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":449,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":"27","issue":null,"first_page":"918","last_page":"926"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9887999892234802,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9887999892234802,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.004000000189989805,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12814","display_name":"Gaussian Processes and Bayesian Inference","score":0.0017000000225380063,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/bayesian-optimization","display_name":"Bayesian optimization","score":0.9160000085830688},{"id":"https://openalex.org/keywords/black-box-optimization","display_name":"black-box optimization","score":0.7009999752044678},{"id":"https://openalex.org/keywords/acquisition-functions","display_name":"acquisition functions","score":0.777999997138977},{"id":"https://openalex.org/keywords/information-theoretic-optimization","display_name":"information-theoretic optimization","score":0.6499999761581421},{"id":"https://openalex.org/keywords/differential-entropy","display_name":"differential entropy","score":0.6850000023841858},{"id":"https://openalex.org/keywords/global-optimization","display_name":"global optimization","score":0.5519999861717224}],"concepts":[{"id":"https://openalex.org/C2778049539","wikidata":"https://www.wikidata.org/wiki/Q17002908","display_name":"Bayesian optimization","level":2,"score":0.8662506341934204},{"id":"https://openalex.org/C8642999","wikidata":"https://www.wikidata.org/wiki/Q4171168","display_name":"Hyperparameter","level":2,"score":0.678417444229126},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5689650177955627},{"id":"https://openalex.org/C106301342","wikidata":"https://www.wikidata.org/wiki/Q4117933","display_name":"Entropy (arrow of time)","level":2,"score":0.5584255456924438},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.5277531743049622},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.5016965866088867},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.4844534397125244},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.48157501220703125},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.47328540682792664},{"id":"https://openalex.org/C74750220","wikidata":"https://www.wikidata.org/wiki/Q2662197","display_name":"Differential evolution","level":2,"score":0.44843193888664246},{"id":"https://openalex.org/C9679016","wikidata":"https://www.wikidata.org/wiki/Q1417473","display_name":"Principle of maximum entropy","level":2,"score":0.4266960024833679},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2920083999633789},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.28231096267700195},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":7,"locations":[{"id":"pmh:oai:arXiv.org:1406.2541","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/1406.2541","pdf_url":"https://arxiv.org/pdf/1406.2541","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.723.6732","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.723.6732","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://mlg.eng.cam.ac.uk/hoffmanm/papers/hernandez%3A2014.pdf","raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.748.4326","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.748.4326","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://arxiv.org/pdf/1406.2541.pdf","raw_type":"text"},{"id":"pmh:oai:generic.eprints.org:637054","doi":null,"is_oa":false,"landing_page_url":"http://publications.eng.cam.ac.uk/637054/","pdf_url":null,"source":{"id":"https://openalex.org/S4406922847","display_name":"Cambridge University Engineering Department Publications Database","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"},{"id":"pmh:oai:generic.eprints.org:724843","doi":null,"is_oa":false,"landing_page_url":"http://publications.eng.cam.ac.uk/724843/","pdf_url":null,"source":{"id":"https://openalex.org/S4406922847","display_name":"Cambridge University Engineering Department Publications Database","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Conference or Workshop Item"},{"id":"doi:10.48550/arxiv.1406.2541","doi":"https://doi.org/10.48550/arxiv.1406.2541","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1406.2541","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"},{"id":"mag:2167789032","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/pdf/1406.2541","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1406.2541","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/1406.2541","pdf_url":"https://arxiv.org/pdf/1406.2541","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2167789032.pdf","grobid_xml":"https://content.openalex.org/works/W2167789032.grobid-xml"},"referenced_works_count":29,"referenced_works":["https://openalex.org/W1480561599","https://openalex.org/W1483202606","https://openalex.org/W1504362584","https://openalex.org/W1510052597","https://openalex.org/W1515272691","https://openalex.org/W1540750083","https://openalex.org/W1593706890","https://openalex.org/W1693986406","https://openalex.org/W1746819321","https://openalex.org/W2020732830","https://openalex.org/W2042219674","https://openalex.org/W2061144551","https://openalex.org/W2082854060","https://openalex.org/W2086839920","https://openalex.org/W2098626000","https://openalex.org/W2099201756","https://openalex.org/W2108738385","https://openalex.org/W2115305054","https://openalex.org/W2121499119","https://openalex.org/W2131241448","https://openalex.org/W2144902422","https://openalex.org/W2151604161","https://openalex.org/W2161735965","https://openalex.org/W2166471851","https://openalex.org/W2319026302","https://openalex.org/W2402456051","https://openalex.org/W2951665052","https://openalex.org/W2963110737","https://openalex.org/W3120740533"],"related_works":["https://openalex.org/W2175583736","https://openalex.org/W2593660867","https://openalex.org/W7133205048","https://openalex.org/W4407092955","https://openalex.org/W2096636084","https://openalex.org/W7096555682","https://openalex.org/W3189430175","https://openalex.org/W4223601747","https://openalex.org/W2186013251","https://openalex.org/W4410421649"],"abstract_inverted_index":{"We":[0,93,112],"propose":[1],"a":[2,82],"novel":[3],"information-theoretic":[4],"approach":[5],"for":[6],"Bayesian":[7,84],"optimization":[8,103,125],"called":[9],"Predictive":[10],"Entropy":[11,74],"Search":[12,75],"(PES).":[13],"At":[14],"each":[15],"iteration,":[16],"PES":[17,35,58,78,95,119],"selects":[18],"the":[19,25,32,44,48,52,87,115],"next":[20],"evaluation":[21],"point":[22],"that":[23,62,114],"maximizes":[24],"expected":[26,45],"information":[27],"gained":[28],"with":[29],"respect":[30],"to":[31,59,121],"global":[33],"maximum.":[34],"codifies":[36],"this":[37],"intractable":[38],"acquisition":[39],"function":[40],"in":[41,47,96,105,124],"terms":[42],"of":[43,51,86,118],"reduction":[46],"differential":[49],"entropy":[50],"predictive":[53],"distribution.":[54],"This":[55],"reformulation":[56],"allows":[57],"obtain":[60],"approximations":[61],"are":[63],"both":[64,97],"more":[65],"accurate":[66],"and":[67,99,110],"efficient":[68],"than":[69],"other":[70],"alternatives":[71],"such":[72],"as":[73],"(ES).":[76],"Furthermore,":[77],"can":[79],"easily":[80],"perform":[81],"fully":[83],"treatment":[85],"model":[88],"hyperparameters":[89],"while":[90],"ES":[91],"cannot.":[92],"evaluate":[94],"synthetic":[98],"real-world":[100],"applications,":[101],"including":[102],"problems":[104],"machine":[106],"learning,":[107],"finance,":[108],"biotechnology,":[109],"robotics.":[111],"show":[113],"increased":[116],"accuracy":[117],"leads":[120],"significant":[122],"gains":[123],"performance.":[126]},"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":18},{"year":2024,"cited_by_count":37},{"year":2023,"cited_by_count":32},{"year":2022,"cited_by_count":34},{"year":2021,"cited_by_count":79},{"year":2020,"cited_by_count":80},{"year":2019,"cited_by_count":67},{"year":2018,"cited_by_count":33},{"year":2017,"cited_by_count":33},{"year":2016,"cited_by_count":21},{"year":2015,"cited_by_count":10},{"year":2014,"cited_by_count":1}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2016-06-24T00:00:00"}