LGFeb 16, 2023
Unleashing the Potential of Acquisition Functions in High-Dimensional Bayesian OptimizationJiayu Zhao, Renyu Yang, Shenghao Qiu et al.
Bayesian optimization (BO) is widely used to optimize expensive-to-evaluate black-box functions.BO first builds a surrogate model to represent the objective function and assesses its uncertainty. It then decides where to sample by maximizing an acquisition function (AF) based on the surrogate model. However, when dealing with high-dimensional problems, finding the global maximum of the AF becomes increasingly challenging. In such cases, the initialization of the AF maximizer plays a pivotal role, as an inadequate setup can severely hinder the effectiveness of the AF. This paper investigates a largely understudied problem concerning the impact of AF maximizer initialization on exploiting AFs' capability. Our large-scale empirical study shows that the widely used random initialization strategy often fails to harness the potential of an AF. In light of this, we propose a better initialization approach by employing multiple heuristic optimizers to leverage the historical data of black-box optimization to generate initial points for the AF maximize. We evaluate our approach with a range of heavily studied synthetic functions and real-world applications. Experimental results show that our techniques, while simple, can significantly enhance the standard BO and outperform state-of-the-art methods by a large margin in most test cases.
LGOct 30, 2021
Optimizing Sparse Matrix Multiplications for Graph Neural NetworksShenghao Qiu, You Liang, Zheng Wang
Graph neural networks (GNNs) are emerging as a powerful technique for modeling graph structures. Due to the sparsity of real-world graph data, GNN performance is limited by extensive sparse matrix multiplication (SpMM) operations involved in computation. While the right sparse matrix storage format varies across input data, existing deep learning frameworks employ a single, static storage format, leaving much room for improvement. This paper investigates how the choice of sparse matrix storage formats affect the GNN performance. We observe that choosing a suitable sparse matrix storage format can significantly improve the GNN training performance, but the right format depends on the input workloads and can change as the GNN iterates over the input graph. We then develop a predictive model to dynamically choose a sparse matrix storage format to be used by a GNN layer based on the input matrices. Our model is first trained offline using training matrix samples, and the trained model can be applied to any input matrix and GNN kernels with SpMM computation. We implement our approach on top of PyTorch and apply it to 5 representative GNN models running on a multi-core CPU using real-life and synthetic datasets. Experimental results show that our approach gives an average speedup of 1.17x (up to 3x) for GNN running time.