Distributed Black-Box Optimization Talk at QCon

Himmelblau's Function, a popular test function for black-box optimization

I gave a talk on Distributed Black-Box Optimization at QCon NY 2017. The video and slides are available here.

For reference, here are all the papers that are mentioned in the talk in the order they are covered:

• O. Alipourfard, H. H. Liu, J. Chen, S. Venkataraman, M. Yu1, M. Zhang (2017) CherryPick: Adaptively Unearthing the Best Cloud Configurations for Big Data Analytics NSDI’17.

• J. A. Nelder R. Mead (1965) A Simplex Method for Function Minimization. The Computer Journal, Vol. 7, Issue 4.

• J. E. Dennis Jr., Torczon (1991) Direct Search Methods on Parallel Machines. SIAM Journal on Optimization, 1991 Vol. 1.

• J. Mockus (1989) Bayesian Approach to Global Optimization.

• J. Wang, S. C. Clark, E. Liu, P. I. Frazier (2016) Parallel Bayesian Global Optimization of Expensive Functions. arXiv:1602.05149.

• K. Swersky, J. Snoek, R. P. Adams (2014) Freeze-Thaw Bayesian Optimization. arXiv:1406.3896.

• V. Dalibard, M. Schaarschmidt, E. Yoneki (2017) BOAT: Building Auto-Tuners with Structured Bayesian Optimization. Proceedings of the 26th International Conference on World Wide Web.