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