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We establish a general form of explicit, input-dependent, measure-valued warpings for learning nonstationary kernels. While stationary kernels are ubiquitous and simple to use, they struggle to adapt to functions that vary in smoothness…

Machine Learning · Computer Science 2020-10-12 Anthony Tompkins , Rafael Oliveira , Fabio Ramos

We propose an algorithm for a family of optimization problems where the objective can be decomposed as a sum of functions with monotonicity properties. The motivating problem is optimization of hyperparameters of machine learning…

Machine Learning · Computer Science 2018-02-20 Wenyi Wang , William J. Welch

Transferring knowledge across tasks to improve data-efficiency is one of the open key challenges in the field of global black-box optimization. Readily available algorithms are typically designed to be universal optimizers and, therefore,…

Most machine learning methods require careful selection of hyper-parameters in order to train a high performing model with good generalization abilities. Hence, several automatic selection algorithms have been introduced to overcome tedious…

Machine Learning · Computer Science 2020-01-17 Raju Ram , Sabine Müller , Franz-Josef Pfreundt , Nicolas R. Gauger , Janis Keuper

An efficient method for finding a better maximizer of computationally extensive probability distributions is proposed on the basis of a Bayesian optimization technique. A key idea of the proposed method is to use extreme values of…

Data Analysis, Statistics and Probability · Physics 2018-03-14 Ryo Tamura , Koji Hukushima

This PhD thesis presents a distributional view of optimization in place of a worst-case perspective. We motivate this view with an investigation of the failure point of classical optimization. Subsequently we consider the optimization of a…

Optimization and Control · Mathematics 2025-07-23 Felix Benning

Recent advances have extended the scope of Bayesian optimization (BO) to expensive-to-evaluate black-box functions with dozens of dimensions, aspiring to unlock impactful applications, for example, in the life sciences, neural architecture…

Machine Learning · Computer Science 2026-05-15 Leonard Papenmeier , Luigi Nardi , Matthias Poloczek

Scenarios requiring humans to choose from multiple seemingly optimal actions are commonplace, however standard imitation learning often fails to capture this behavior. Instead, an over-reliance on replicating expert actions induces…

Robotics · Computer Science 2022-11-08 Hanbit Oh , Hikaru Sasaki , Brendan Michael , Takamitsu Matsubara

Bayesian optimization is a methodology to optimize black-box functions. Traditionally, it focuses on the setting where you can arbitrarily query the search space. However, many real-life problems do not offer this flexibility; in…

Bayesian optimization (BO) based on Gaussian process models is a powerful paradigm to optimize black-box functions that are expensive to evaluate. While several BO algorithms provably converge to the global optimum of the unknown function,…

Machine Learning · Statistics 2019-04-03 Felix Berkenkamp , Angela P. Schoellig , Andreas Krause

We present an improved Bayesian framework for performing inference of affine transformations of constrained functions. We focus on quadrature with nonnegative functions, a common task in Bayesian inference. We consider constraints on the…

Machine Learning · Computer Science 2019-02-28 Henry Chai , Roman Garnett

In this paper, we bridge the gap between hyperparameter optimization and ensemble learning by performing Bayesian optimization of an ensemble with regards to its hyperparameters. Our method consists in building a fixed-size ensemble,…

Machine Learning · Computer Science 2016-05-23 Julien-Charles Lévesque , Christian Gagné , Robert Sabourin

This study investigates the application of Bayesian Optimization (BO) for the hyperparameter tuning of neural networks, specifically targeting the enhancement of Convolutional Neural Networks (CNN) for image classification tasks. Bayesian…

Machine Learning · Computer Science 2024-10-30 Gabriele Onorato

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

Systems and Control · Computer Science 2019-01-24 Matthias Neumann-Brosig , Alonso Marco , Dieter Schwarzmann , Sebastian Trimpe

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

Model-based sequential approaches to discrete "black-box" optimization, including Bayesian optimization techniques, often access the same points multiple times for a given objective function in interest, resulting in many steps to find the…

Machine Learning · Computer Science 2023-12-29 Keisuke Morita , Yoshihiko Nishikawa , Masayuki Ohzeki

In robotics, methods and softwares usually require optimizations of hyperparameters in order to be efficient for specific tasks, for instance industrial bin-picking from homogeneous heaps of different objects. We present a developmental…

Robotics · Computer Science 2020-07-31 Maxime Petit , Emmanuel Dellandrea , Liming Chen

Bayesian optimization (BO) is a popular paradigm for global optimization of expensive black-box functions, but there are many domains where the function is not completely a black-box. The data may have some known structure (e.g. symmetries)…

Machine Learning · Computer Science 2022-12-08 Samuel Kim , Peter Y. Lu , Charlotte Loh , Jamie Smith , Jasper Snoek , Marin Soljačić

Bayesian learning is ubiquitous for implementing classification and regression tasks, however, it is accompanied by computationally intractable limitations when the feature spaces become extremely large. Aiming to solve this problem, we…

Quantum Physics · Physics 2019-12-24 Yusen Wu , Chao-hua Yu , Sujuan Qin , Qiaoyan Wen , Fei Gao

Selecting the optimal combination of a machine learning (ML) algorithm and its hyper-parameters is crucial for the development of high-performance ML systems. However, since the combination of ML algorithms and hyper-parameters is enormous,…

Machine Learning · Computer Science 2025-02-14 Kazuki Ishikawa , Ryota Ozaki , Yohei Kanzaki , Ichiro Takeuchi , Masayuki Karasuyama
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