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Bayesian optimization has become a popular method for high-throughput computing, like the design of computer experiments or hyperparameter tuning of expensive models, where sample efficiency is mandatory. In these applications, distributed…

Machine Learning · Computer Science 2019-07-08 Javier Garcia-Barcos , Ruben Martinez-Cantin

PHYSBO (optimization tools for PHYSics based on Bayesian Optimization) is a Python library for fast and scalable Bayesian optimization. It has been developed mainly for application in the basic sciences such as physics and materials…

Computational Physics · Physics 2022-05-26 Yuichi Motoyama , Ryo Tamura , Kazuyoshi Yoshimi , Kei Terayama , Tsuyoshi Ueno , Koji Tsuda

Recent years have witnessed the booming of various differentiable optimization algorithms. These algorithms exhibit different execution patterns, and their execution needs massive computational resources that go beyond a single CPU and GPU.…

Mathematical Software · Computer Science 2022-11-15 Jie Ren , Xidong Feng , Bo Liu , Xuehai Pan , Yao Fu , Luo Mai , Yaodong Yang

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…

Machine Learning · Computer Science 2020-09-09 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh

We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during…

Machine Learning · Statistics 2017-11-22 Peter I. Frazier , Jialei Wang

Bayesian optimization has emerged as a highly effective tool for the safe online optimization of systems, due to its high sample efficiency and noise robustness. To further enhance its efficiency, reduced physical models of the system can…

Machine Learning · Computer Science 2024-06-18 Jannis O. Lübsen , Christian Hespe , Annika Eichler

Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…

Machine Learning · Computer Science 2024-12-25 Omer Ekmekcioglu , Nursen Aydin , Juergen Branke

We present the first general purpose framework for marginal maximum a posteriori estimation of probabilistic program variables. By using a series of code transformations, the evidence of any probabilistic program, and therefore of any…

Machine Learning · Statistics 2017-07-17 Tom Rainforth , Tuan Anh Le , Jan-Willem van de Meent , Michael A. Osborne , Frank Wood

Bayesian optimization offers a flexible framework to optimize an objective function that is expensive to be evaluated. A Bayesian optimizer iteratively queries the function values on its carefully selected points. Subsequently, it makes a…

Machine Learning · Computer Science 2019-06-25 Yang Li , Yaqiang Yao

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

Bayesian optimization is a methodology for global optimization of unknown and expensive objectives. It combines a surrogate Bayesian regression model with an acquisition function to decide where to evaluate the objective. Typical regression…

Machine Learning · Computer Science 2023-04-04 Afonso Eduardo , Michael U. Gutmann

Bayesian optimization has recently emerged as a popular and efficient tool for global optimization and hyperparameter tuning. Currently, the established Bayesian optimization practice requires a user-defined bounding box which is assumed to…

Machine Learning · Statistics 2015-08-18 Bobak Shahriari , Alexandre Bouchard-Côté , Nando de Freitas

Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to…

Machine Learning · Computer Science 2023-05-04 Natalie Maus , Kaiwen Wu , David Eriksson , Jacob Gardner

Bayesian optimization is a powerful tool for expensive stochastic black-box optimization problems such as simulation-based optimization or machine learning hyperparameter tuning. Many stochastic objective functions implicitly require a…

Machine Learning · Statistics 2019-10-22 Michael Pearce , Matthias Poloczek , Juergen Branke

Optimization over the embedded submanifold defined by constraints $c(x) = 0$ has attracted much interest over the past few decades due to its wide applications in various areas. Plenty of related optimization packages have been developed…

Optimization and Control · Mathematics 2024-10-15 Nachuan Xiao , Xiaoyin Hu , Xin Liu , Kim-Chuan Toh

StructOpt, an open-source structure optimization suite, applies genetic algorithm and particle swarm methods to obtain atomic structures that minimize an objective function. The objective function typically consists of the energy and the…

Computational Physics · Physics 2019-01-10 Jason J. Maldonis , Zhongnan Xu , Zhewen Song , Min Yu , Tam Mayeshiba , Dane Morgan , Paul M. Voyles

In this report, we survey Bayesian Optimization methods focussed on the Multi-Armed Bandit Problem. We take the help of the paper "Portfolio Allocation for Bayesian Optimization". We report a small literature survey on the acquisition…

Machine Learning · Computer Science 2020-12-16 Abhilash Nandy , Chandan Kumar , Deepak Mewada , Soumya Sharma

In response to the challenges in large-scale quantum state simulation on classical computing platforms, including memory limits, frequent disk I/O, and high computational complexity, this study builds upon a previously proposed hierarchical…

Emerging Technologies · Computer Science 2025-08-22 Mingyang Yu , Haorui Yang , Donglin Wang , Desheng Kong , Ji Du , Yulong Fu , Jing Xu

Robotic algorithms typically depend on various parameters, the choice of which significantly affects the robot's performance. While an initial guess for the parameters may be obtained from dynamic models of the robot, parameters are usually…

Robotics · Computer Science 2020-04-08 Felix Berkenkamp , Andreas Krause , Angela P. Schoellig

Global optimization of expensive, derivative-free black-box functions requires extreme sample efficiency. While Bayesian optimization (BO) is the current state-of-the-art, its performance hinges on surrogate and acquisition function…