#139 Efficient Bayesian Optimization in PyTorch, with Max Balandat

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• Intro to Bayes Course (first 2 lessons free)
• Advanced Regression Course (first 2 lessons free)

Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!

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Takeaways:

• BoTorch is designed for researchers who want flexibility in Bayesian optimization.
• The integration of BoTorch with PyTorch allows for differentiable programming.
• Scalability at Meta involves careful software engineering practices and testing.
• Open-source contributions enhance the development and community engagement of BoTorch.
• LLMs can help incorporate human knowledge into optimization processes.
• Max emphasizes the importance of clear communication of uncertainty to stakeholders.
• The role of a researcher in industry is often more application-focused than in academia.
• Max's team at Meta works on adaptive experimentation and Bayesian optimization.

Chapters:

08:51 Understanding BoTorch

12:12 Use Cases and Flexibility of BoTorch

15:02 Integration with PyTorch and GPyTorch

17:57 Practical Applications of BoTorch

20:50 Open Source Culture at Meta and BoTorch's Development

43:10 The Power of Open Source Collaboration

47:49 Scalability Challenges at Meta

51:02 Balancing Depth and Breadth in Problem Solving

55:08 Communicating Uncertainty to Stakeholders

01:00:53 Learning from Missteps in Research

01:05:06 Integrating External Contributions into BoTorch

01:08:00 The Future of Optimization with LLMs

Thank you to my Patrons for making this episode possible!

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