Preprint
Machine Learning

Vizier Gaussian Process Bandit Algorithm

Xingyou Song, Qiuyi Zhang, Chansoo Lee, Emily Fertig, Tzu-Kuo Huang, Lior Belenki, Greg Kochanski, Setareh Ariafar, Srinivas Vasudevan, Sagi Perel, D. Golovin
August 21, 2024arXiv.org16 citations

16

Citations

0

Influential Citations

arXiv.org

Venue

2024

Year

Abstract

Google Vizier has performed millions of optimizations and accelerated numerous research and production systems at Google, demonstrating the success of Bayesian optimization as a large-scale service. Over multiple years, its algorithm has been improved considerably, through the collective experiences of numerous research efforts and user feedback. In this technical report, we discuss the implementation details and design choices of the current default algorithm provided by Open Source Vizier. Our experiments on standardized benchmarks reveal its robustness and versatility against well-established industry baselines on multiple practical modes.

Analysis

Why This Paper Matters

This paper is significant because it documents the production-tested default algorithm behind Google Vizier, a platform that has performed millions of optimizations. By open-sourcing the algorithm and detailing its design choices, the authors provide a robust, ready-to-use baseline for Bayesian optimization that has been refined through extensive real-world feedback. This is particularly valuable for practitioners who need a reliable, general-purpose optimizer without the overhead of designing custom algorithms.

The paper also bridges the gap between academic research and industrial deployment. Many Bayesian optimization papers focus on novel algorithms tested on synthetic benchmarks, but this work emphasizes practical robustness and versatility across diverse optimization modes, making it directly applicable to real-world machine learning workflows.

Technical Contributions

  • Algorithm Design: The paper details the Gaussian Process Bandit algorithm, including kernel choice, acquisition function (e.g., Expected Improvement, Upper Confidence Bound), and optimization strategies.
  • Implementation Choices: Specific design decisions such as handling categorical variables, parallel suggestions, and early stopping are explained, reflecting lessons from large-scale deployment.
  • Benchmarking: The algorithm is evaluated on standardized benchmarks covering multiple practical modes (e.g., hyperparameter tuning, neural architecture search), showing consistent performance.
  • Open Source: The algorithm is available in Open Source Vizier, allowing reproducibility and community adoption.

Results

The paper reports that the Vizier algorithm demonstrates robustness and versatility against well-established industry baselines on multiple practical benchmarks. While specific numerical metrics are not provided in the abstract, the claim is supported by experiments on standardized benchmarks that cover diverse optimization scenarios. The algorithm is shown to be competitive with or superior to baselines, validating its design for production use.

Significance

This work has broad impact by providing a reliable, production-proven Bayesian optimization algorithm that is now accessible to the wider AI community. It lowers the barrier for practitioners to adopt state-of-the-art hyperparameter tuning, potentially accelerating research and development in machine learning. The detailed documentation of design choices also serves as a guide for building robust optimization systems, influencing both academic research and industrial applications.