Author name cluster

Ryan Turner

Possible papers associated with this exact author name in Arrow. This page groups case-insensitive exact name matches and is not a full identity disambiguation profile.

4 papers

2 author rows

NeurIPS Conference 2019 Conference Paper

Scalable Global Optimization via Local Bayesian Optimization

David Eriksson
Michael Pearce
Jacob Gardner
Ryan Turner
Matthias Poloczek

Bayesian optimization has recently emerged as a popular method for the sample-efficient optimization of expensive black-box functions. However, the application to high-dimensional problems with several thousand observations remains challenging, and on difficult problems Bayesian optimization is often not competitive with other paradigms. In this paper we take the view that this is due to the implicit homogeneity of the global probabilistic models and an overemphasized exploration that results from global acquisition. This motivates the design of a local probabilistic approach for global optimization of large-scale high-dimensional problems. We propose the TuRBO algorithm that fits a collection of local models and performs a principled global allocation of samples across these models via an implicit bandit approach. A comprehensive evaluation demonstrates that TuRBO outperforms state-of-the-art methods from machine learning and operations research on problems spanning reinforcement learning, robotics, and the natural sciences.

PDF Details

UAI Conference 2018 Conference Paper

How well does your sampler really work?

Ryan Turner
Brady Neal

We present a data-driven benchmark system to evaluate the performance of new MCMC samplers. Taking inspiration from the COCO benchmark in optimization, we view this benchmark as having critical importance to machine learning and statistics given the rate at which new samplers are proposed. The common hand-crafted examples to test new samplers are unsatisfactory; we take a metalearning-like approach to generate realistic benchmark examples from a large corpus of data sets and models. Surrogates of posteriors found in real problems are created using highly flexible density models including modern neural network models. We provide new insights into the real effective sample size of various samplers per unit time and the estimation efficiency of the samplers per sample. Additionally, we provide a meta-analysis to assess the predictive utility of various MCMC diagnostics and perform a nonparametric regression to combine them.

Details

NeurIPS Conference 2014 Conference Paper

A Complete Variational Tracker

Ryan Turner
Steven Bottone
Bhargav Avasarala

We introduce a novel probabilistic tracking algorithm that incorporates combinatorial data association constraints and model-based track management using variational Bayes. We use a Bethe entropy approximation to incorporate data association constraints that are often ignored in previous probabilistic tracking algorithms. Noteworthy aspects of our method include a model-based mechanism to replace heuristic logic typically used to initiate and destroy tracks, and an assignment posterior with linear computation cost in window length as opposed to the exponential scaling of previous MAP-based approaches. We demonstrate the applicability of our method on radar tracking and computer vision problems.

PDF Details

NeurIPS Conference 2013 Conference Paper

Online Variational Approximations to non-Exponential Family Change Point Models: With Application to Radar Tracking

Ryan Turner
Steven Bottone
Clay Stanek

The Bayesian online change point detection (BOCPD) algorithm provides an efficient way to do exact inference when the parameters of an underlying model may suddenly change over time. BOCPD requires computation of the underlying model's posterior predictives, which can only be computed online in $O(1)$ time and memory for exponential family models. We develop variational approximations to the posterior on change point times (formulated as run lengths) for efficient inference when the underlying model is not in the exponential family, and does not have tractable posterior predictive distributions. In doing so, we develop improvements to online variational inference. We apply our methodology to a tracking problem using radar data with a signal-to-noise feature that is Rice distributed. We also develop a variational method for inferring the parameters of the (non-exponential family) Rice distribution.

PDF Details