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Machine Learning, Statistics

Low-Data Optimization of Expensive Functions: A Global Black-Box Approach

Low-Data Optimization of Expensive Functions: A Global Black-Box Approach

In this article, we propose a new method called ScaML-GP for meta-learning in situations where there is limited data available. Meta-learning is a type of machine learning that involves learning how to learn from a set of tasks, which are called meta-tasks. ScaML-GP is designed to perform well in the low-data regime, where there is not enough data to train a model for each individual task.

Importance of Satisfying the Assumptions of ScaML-GP

ScaML-GP relies on certain assumptions about the data, such as that the data distribution is stationary and independent across tasks. While these assumptions may seem restrictive, they are necessary to ensure that the model can generalize well across different tasks. However, we demonstrate through experiments that ScaML-GP can handle violations of these assumptions with ease.

Mechanisms for Handling Violations of Assumptions

ScaML-GP has several mechanisms that allow it to handle violations of the assumptions. For example, if the data distribution is not stationary, ScaML-GP can use a technique called "task-conditioned normalization" to adjust the weights of the model based on the task at hand. Similarly, if the data is not independent across tasks, ScaML-GP can use a technique called "meta-learning with adaptive regularization" to incorporate information from related tasks.

Empirical Results

We evaluate ScaML-GP through experiments on several benchmark datasets and compare it to other state-of-the-art methods. Our results show that ScaML-GP outperforms these other methods in the low-data regime, demonstrating its effectiveness in situations where there is limited data available.

Conclusion

In conclusion, ScaML-GP is a powerful method for meta-learning in the low-data regime. By leveraging recent advances in neural network architecture and regularization techniques, ScaML-GP can handle violations of the assumptions that are necessary for its operation. Through our experiments, we demonstrate that ScaML-GP outperforms other state-of-the-art methods in this regime, making it a valuable tool for applications where data is limited.