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Bayesian optimisation is a popular technique for hyperparameter learning but typically requires initial exploration even in cases where similar prior tasks have been solved. We propose to transfer information across tasks using learnt…

Machine Learning · Statistics 2019-05-28 Ho Chung Leon Law , Peilin Zhao , Lucian Chan , Junzhou Huang , Dino Sejdinovic

Bayesian Optimization is methodology used in statistical modelling that utilizes a Gaussian process prior distribution to iteratively update a posterior distribution towards the true distribution of the data. Finding unbiased informative…

Machine Learning · Computer Science 2021-01-05 Ruduan Plug

Bayesian optimization methods have been successfully applied to black box optimization problems that are expensive to evaluate. In this paper, we adapt the so-called super effcient global optimization algorithm to solve more accurately…

Machine Learning · Statistics 2020-06-30 Rémy Priem , Nathalie Bartoli , Youssef Diouane , Alessandro Sgueglia

Building surrogate models is one common approach when we attempt to learn unknown black-box functions. Bayesian optimization provides a framework which allows us to build surrogate models based on sequential samples drawn from the function…

Machine Learning · Computer Science 2021-09-17 Hengrui Luo , James W. Demmel , Younghyun Cho , Xiaoye S. Li , Yang Liu

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

Motivated by a computer experiment for the design of a rocket booster, this paper explores nonstationary modeling methodologies that couple stationary Gaussian processes with treed partitioning. Partitioning is a simple but effective method…

Methodology · Statistics 2009-03-17 Robert B. Gramacy , Herbert K. H. Lee

Modelling human function learning has been the subject of in-tense research in cognitive sciences. The topic is relevant in black-box optimization where information about the objective and/or constraints is not available and must be learned…

Computers and Society · Computer Science 2020-03-10 Antonio Candelieri , Riccardo Perego , Ilaria Giordani , Andrea Ponti , Francesco Archetti

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…

Artificial Intelligence · Computer Science 2022-02-28 J. Qing , I. Couckuyt , T. Dhaene

In this paper we develop a dynamic form of Bayesian optimization for machine learning models with the goal of rapidly finding good hyperparameter settings. Our method uses the partial information gained during the training of a machine…

Machine Learning · Statistics 2014-06-17 Kevin Swersky , Jasper Snoek , Ryan Prescott Adams

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

Bayesian optimization (BO) is a framework for global optimization of expensive-to-evaluate objective functions. Classical BO methods assume that the objective function is a black box. However, internal information about objective function…

Machine Learning · Computer Science 2022-01-04 Raul Astudillo , Peter I. Frazier

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, the application of Bayesian function approximation to finding optima of expensive functions, has exploded in popularity in recent years. In particular, much attention has been paid to improving its efficiency on…

Optimization and Control · Mathematics 2022-05-18 Mickael Binois , Nathan Wycoff

Compression and computational efficiency in deep learning have become a problem of great significance. In this work, we argue that the most principled and effective way to attack this problem is by adopting a Bayesian point of view, where…

Machine Learning · Statistics 2017-11-07 Christos Louizos , Karen Ullrich , Max Welling

The Expected Improvement (EI) method, proposed by Jones et al. (1998), is a widely-used Bayesian optimization method, which makes use of a fitted Gaussian process model for efficient black-box optimization. However, one key drawback of EI…

Methodology · Statistics 2023-04-21 Zhehui Chen , Simon Mak , C. F. Jeff Wu

Model selection is an integral problem of model based optimization techniques such as Bayesian optimization (BO). Current approaches often treat model selection as an estimation problem, to be periodically updated with observations coming…

Machine Learning · Computer Science 2023-08-02 Manisha Senadeera , Santu Rana , Sunil Gupta , Svetha Venkatesh

Learning robot controllers by minimizing a black-box objective cost using Bayesian optimization (BO) can be time-consuming and challenging. It is very often the case that some roll-outs result in failure behaviors, causing premature…

Machine Learning · Computer Science 2020-11-11 Alonso Marco , Dominik Baumann , Philipp Hennig , Sebastian Trimpe

Bayesian Optimization is an effective method for searching the global maxima of an objective function especially if the function is unknown. The process comprises of using a surrogate function and choosing an acquisition function followed…

Machine Learning · Computer Science 2021-11-10 Ashish Anil Pawar , Ujwal Warbhe

Bayesian optimization is an effective technique for black-box optimization, but its applicability is typically limited to low-dimensional and small-budget problems due to the cubic complexity of computing the Gaussian process (GP)…

Machine Learning · Computer Science 2025-12-18 Yunyue Wei , Vincent Zhuang , Saraswati Soedarmadji , Yanan Sui

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm
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