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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…

Machine Learning · Statistics 2022-10-25 Matthias Feurer , Benjamin Letham , Frank Hutter , Eytan Bakshy

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Machine Learning · Computer Science 2020-08-04 Lidan Wang , Franck Dernoncourt , Trung Bui

We address the problem of automatically finding the parameters of a statistical machine translation system that maximize BLEU scores while ensuring that decoding speed exceeds a minimum value. We propose the use of Bayesian Optimization to…

Computation and Language · Computer Science 2016-04-19 Daniel Beck , Adrià de Gispert , Gonzalo Iglesias , Aurelien Waite , Bill Byrne

Bayesian Optimization is ubiquitous in experimental design and black-box optimization for improving search efficiency. However, most existing approaches rely on regression models which are limited to fixed search spaces and structured,…

Machine Learning · Computer Science 2025-10-10 Tung Nguyen , Qiuyi Zhang , Bangding Yang , Chansoo Lee , Jorg Bornschein , Yingjie Miao , Sagi Perel , Yutian Chen , Xingyou Song

Bayesian optimisation is a sample efficient method for finding a global optimum of expensive black-box objective functions. Historic datasets from related problems can be exploited to help improve performance of Bayesian optimisation by…

Machine Learning · Computer Science 2026-01-23 Natasha Trinkle , Huong Ha , Jeffrey Chan

This research introduces a novel methodology for optimizing Bayesian Neural Networks (BNNs) by synergistically integrating them with traditional machine learning algorithms such as Random Forests (RF), Gradient Boosting (GB), and Support…

Machine Learning · Computer Science 2023-10-10 Peiwen Tan

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

Purpose: Machine learning is broadly used for clinical data analysis. Before training a model, a machine learning algorithm must be selected. Also, the values of one or more model parameters termed hyper-parameters must be set. Selecting…

Machine Learning · Computer Science 2018-12-10 Xueqiang Zeng , Gang Luo

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…

Machine Learning · Computer Science 2024-09-10 Aryan Deshwal , Sait Cakmak , Yuhou Xia , David Eriksson

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

Hyperparameter tuning is a challenging problem especially when the system itself involves uncertainty. Due to noisy function evaluations, optimization under uncertainty can be computationally expensive. In this paper, we present a novel…

Machine Learning · Computer Science 2025-10-09 Akash Yadav , Ruda Zhang

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

Bayesian optimization has proven to be a highly effective methodology for the global optimization of unknown, expensive and multimodal functions. The ability to accurately model distributions over functions is critical to the effectiveness…

Machine Learning · Statistics 2014-06-13 Jasper Snoek , Kevin Swersky , Richard S. Zemel , Ryan P. Adams

Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

Machine Learning · Computer Science 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau

Correctly setting the parameters of a production machine is essential to improve product quality, increase efficiency, and reduce production costs while also supporting sustainability goals. Identifying optimal parameters involves an…

Machine Learning · Computer Science 2025-03-24 Philipp Wagner , Tobias Nagel , Philipp Leube , Marco F. Huber

A body of work has been done to automate machine learning algorithm to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide…

Machine Learning · Computer Science 2021-09-02 Nadhir Hassen , Irina Rish

The purpose of this paper is twofold. On one side, we present a general framework for Bayesian optimization and we compare it with some related fields in active learning and Bayesian numerical analysis. On the other hand, Bayesian…

Robotics · Computer Science 2018-02-13 Ruben Martinez-Cantin

Bayesian optimization is a sequential method for minimizing objective functions that are expensive to evaluate and about which few assumptions can be made. By using all gathered data to train a Gaussian process model for the function and…

Machine Learning · Computer Science 2026-05-07 Jesse Schneider , William J. Welch

Bayesian coresets have emerged as a promising approach for implementing scalable Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of the data samples, such that the posterior inference using the…

Machine Learning · Statistics 2021-03-01 Jacky Y. Zhang , Rajiv Khanna , Anastasios Kyrillidis , Oluwasanmi Koyejo

The engineering of machine learning systems is still a nascent field; relying on a seemingly daunting collection of quickly evolving tools and best practices. It is our hope that this guidebook will serve as a useful resource for machine…

Machine Learning · Computer Science 2016-12-16 Ian Dewancker , Michael McCourt , Scott Clark
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