High-dimensional search spaces
In our tutorial, we used Bayesian optimization with a standard Gaussian process in order to keep the runtime low. However, these models typically scale to only about 10-20 tunable parameters. Our new SAASBO method (paper, Ax tutorial, BoTorch tutorial) is very sample-efficient and enables tuning hundreds of parameters. SAASBO can easily be enabled by passing use_saasbo=True to choose_generation_strategy.
Acknowledgements
We thank the TorchX team (in particular Kiuk Chung and Tristan Rice) for their help with integrating TorchX with Ax, and the Adaptive Experimentation team @ Meta for their contributions to Ax and BoTorch.
References