#139 Efficient Bayesian Optimization in PyTorch, with Max Balandat

#139 Efficient Bayesian Optimization in PyTorch, with Max Balandat

1:25:23 Aug 20, 2025
About this episode
Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!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!Visit our Patreon page to unlock exclusive Bayesian swag ;)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 BoTorch12:12 Use Cases and Flexibility of BoTorch15:02 Integration with PyTorch and GPyTorch17:57 Practical Applications of BoTorch20:50 Open Source Culture at Meta and BoTorch's Development43:10 The Power of Open Source Collaboration47:49 Scalability Challenges at Meta51:02 Balancing Depth and Breadth in Problem Solving55:08 Communicating Uncertainty to Stakeholders01:00:53 Learning from Missteps in Research01:05:06 Integrating External Contributions into BoTorch01:08:00 The Future of Optimization with LLMsThank you to my Patrons for making this episode possible!Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor,, Chad Scherrer, Zwelithini Tunyiswa, Bertrand Wilden, James Thompson, Stephen
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