Related papers: A Hybrid Monte Carlo Architecture for Parameter Op…
Gaussian processes are important models in the field of probabilistic numerics. We present a procedure for optimizing Mat\'ern kernel temporal Gaussian processes with respect to the kernel covariance function's hyperparameters. It is based…
We propose a practical Bayesian optimization method using Gaussian process regression, of which the marginal likelihood is maximized where the number of model selection steps is guided by a pre-defined threshold. Since Bayesian optimization…
Optimization of complex functions, such as the output of computer simulators, is a difficult task that has received much attention in the literature. A less studied problem is that of optimization under unknown constraints, i.e., when the…
Machine learning methods usually depend on internal parameters -- so called hyperparameters -- that need to be optimized for best performance. Such optimization poses a burden on machine learning practitioners, requiring expert knowledge,…
We propose an algorithm for Bayesian functional optimisation - that is, finding the function to optimise a process - guided by experimenter beliefs and intuitions regarding the expected characteristics (length-scale, smoothness, cyclicity…
Bayesian optimization is a class of global optimization techniques. In Bayesian optimization, the underlying objective function is modeled as a realization of a Gaussian process. Although the Gaussian process assumption implies a random…
Gaussian Process based Bayesian Optimization is a widely applied algorithm to learn and optimize under uncertainty, well-known for its sample efficiency. However, recently -- and more frequently -- research studies have empirically…
In the post-Dennard era, optimizing embedded systems requires navigating complex trade-offs between energy efficiency and latency. Traditional heuristic tuning is often inefficient in such high-dimensional, non-smooth landscapes. In this…
The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…
Most machine learning algorithms are configured by one or several hyperparameters that must be carefully chosen and often considerably impact performance. To avoid a time consuming and unreproducible manual trial-and-error process to find…
Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…
When hyperparameter optimization of a machine learning algorithm is repeated for multiple datasets it is possible to transfer knowledge to an optimization run on a new dataset. We develop a new hyperparameter-free ensemble model for…
Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…
This paper presents a new type of hybrid model for Bayesian optimization (BO) adept at managing mixed variables, encompassing both quantitative (continuous and integer) and qualitative (categorical) types. Our proposed new hybrid models…
With the increase of machine learning usage by industries and scientific communities in a variety of tasks such as text mining, image recognition and self-driving cars, automatic setting of hyper-parameter in learning algorithms is a key…
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…
Multi-objective optimization aims at finding trade-off solutions to conflicting objectives. These constitute the Pareto optimal set. In the context of expensive-to-evaluate functions, it is impossible and often non-informative to look for…
The choices of hyperparameters have critical effects on the performance of machine learning models. In this paper, we present a general framework that is able to construct an adaptive optimizer, which automatically adjust the appropriate…
One of the most critical issues in machine learning is the selection of appropriate hyper parameters for training models. Machine learning models may be able to reach the best training performance and may increase the ability to generalize…
Inferring viscoelasticity parameters is a key challenge that often leads to non-unique solutions when fitting rheological data. In this context, we propose a machine learning approach that utilizes Bayesian optimization for parameter…