Uncomputable Oracle Optimizer

A Bayesian Optimization Framework for Handling Computationally Expensive and Potentially Uncomputable Objective Functions

Category: Machine Learning & Optimization

Video Demonstration

Overview

The Uncomputable Oracle Optimizer is a groundbreaking framework that addresses a fundamental challenge in optimization: what happens when computation itself is uncertain? Traditional optimization assumes that evaluating f(x) always returns a value, but in reality, some computations might take too long to complete, never finish, or have varying computation times.

This project combines concepts from computability theory, Bayesian optimization, and risk-aware decision making to create an intelligent optimizer that can navigate the delicate balance between seeking valuable insights and avoiding computational dead-ends.

Key Features

  • Risk-Aware Bayesian Optimization: Combines traditional Bayesian optimization with computational risk assessment
  • Gaussian Process Models: Uses probabilistic models to learn both the objective function and computation success probability
  • Visualization Tools: Rich visualization of the optimization process and model beliefs
  • Educational Focus: Designed to be both practical and educational, with detailed documentation and examples

Technical Details

Phase 1: Simulating Computational Uncertainty

  • Creating an oracle that may or may not return values
  • Modeling halting probability
  • Handling timeouts and penalties

Phase 2: Building Probabilistic Surrogate Models

  • Gaussian Process Regression for objective function
  • Gaussian Process Classification for halting probability
  • Uncertainty quantification

Phase 3: Making Risk-Aware Decisions

  • Expected Improvement with halting probability
  • Balancing exploration and exploitation
  • Risk-aware acquisition functions

Phase 4: The Optimization Loop

  • Iterative optimization process
  • Visualization and analysis
  • Real-world applications

View the Project