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The Vizier Gaussian Process Bandit Algorithm

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

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