Related papers: An Entropy Search Portfolio for Bayesian Optimizat…

This paper studies an entropy-based multi-objective Bayesian optimization (MBO). The entropy search is successful approach to Bayesian optimization. However, for MBO, existing entropy-based methods ignore trade-off among objectives or…

We consider derivative-free black-box global optimization of expensive noisy functions, when most of the randomness in the objective is produced by a few influential scalar random inputs. We present a new Bayesian global optimization…

Bayesian optimization provides an effective method to optimize expensive-to-evaluate black box functions. It has been widely applied to problems in many fields, including notably in computer science, e.g. in machine learning to optimize…

Bayesian optimization is an effective method to efficiently optimize unknown objective functions with high evaluation costs. Traditional Bayesian optimization algorithms select one point per iteration for single objective function, whereas…

In Bayesian optimization (BO) for expensive black-box optimization tasks, acquisition function (AF) guides sequential sampling and plays a pivotal role for efficient convergence to better optima. Prevailing AFs usually rely on artificial…

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box functions. However, in settings with very few function evaluations, a successful application of BO may require transferring information from…

Bayesian optimization is normally performed within fixed variable bounds. In cases like hyperparameter tuning for machine learning algorithms, setting the variable bounds is not trivial. It is hard to guarantee that any fixed bounds will…

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Gaussian Process based Bayesian Optimization is a well-known sample efficient sequential strategy for globally optimizing black-box, expensive, and multi-extremal functions. The role of the Gaussian Process is to provide a probabilistic…

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…

We propose an extrinsic Bayesian optimization (eBO) framework for general optimization problems on manifolds. Bayesian optimization algorithms build a surrogate of the objective function by employing Gaussian processes and quantify the…

Bayesian optimization (BO) is a sample-efficient approach to optimizing costly-to-evaluate black-box functions. Most BO methods ignore how evaluation costs may vary over the optimization domain. However, these costs can be highly…

Bayesian optimization is a popular method for solving the problem of global optimization of an expensive-to-evaluate black-box function. It relies on a probabilistic surrogate model of the objective function, upon which an acquisition…

Several scenarios require the optimization of non-convex black-box functions, that are noisy expensive to evaluate functions with unknown analytical expression, whose gradients are hence not accessible. For example, the hyper-parameter…

One way to reduce the time of conducting optimization studies is to evaluate designs in parallel rather than just one-at-a-time. For expensive-to-evaluate black-boxes, batch versions of Bayesian optimization have been proposed. They work by…

This paper presents a method called sampling-computation-optimization (SCO) to design batch Bayesian optimization. SCO does not construct new high-dimensional acquisition functions but samples from the existing one-site acquisition function…

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

BayesianOptimization(BO) is a sample-efficient black-box optimizer, and extensive methods have been proposed to build the absolute function response of the black-box function through a probabilistic surrogate model, including…

Classical evolutionary approaches for multiobjective optimization are quite accurate but incur a lot of queries to the objectives; this can be prohibitive when objectives are expensive oracles. A sample-efficient approach to solving…

We propose a practical Bayesian optimization method over sets, to minimize a black-box function that takes a set as a single input. Because set inputs are permutation-invariant, traditional Gaussian process-based Bayesian optimization…