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Related papers: Unbounded Bayesian Optimization via Regularization

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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

Optimization strategies driven by machine learning, such as Bayesian optimization, are being explored across experimental sciences as an efficient alternative to traditional design of experiment. When combined with automated laboratory…

Optimization and Control · Mathematics 2022-10-18 Riley J. Hickman , Matteo Aldeghi , Florian Häse , Alán Aspuru-Guzik

Learning Bayesian networks is often cast as an optimization problem, where the computational task is to find a structure that maximizes a statistically motivated score. By and large, existing learning tools address this optimization problem…

Machine Learning · Computer Science 2013-01-30 Nir Friedman , Iftach Nachman , Dana Pe'er

Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…

The global optimization of a high-dimensional black-box function under black-box constraints is a pervasive task in machine learning, control, and engineering. These problems are challenging since the feasible set is typically non-convex…

Machine Learning · Computer Science 2021-03-02 David Eriksson , Matthias Poloczek

When applying Machine Learning techniques to problems, one must select model parameters to ensure that the system converges but also does not become stuck at the objective function's local minimum. Tuning these parameters becomes a…

Machine Learning · Statistics 2017-11-16 Lawrence Stewart , Mark Stalzer

Optimizing expensive black-box objectives over mixed search spaces is a common challenge across the natural sciences. Bayesian optimization (BO) offers sample-efficient strategies through probabilistic surrogate models and acquisition…

Machine Learning · Computer Science 2026-04-10 Yuhao Zhang , Ti John , Matthias Stosiek , Patrick Rinke

Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian…

Computation · Statistics 2025-06-03 Yezhuo Li , Qiong Zhang , Madhura Limaye , Gang Li

Bayesian optimization is a popular formalism for global optimization, but its computational costs limit it to expensive-to-evaluate functions. A competing, computationally more efficient, global optimization framework is optimistic…

Machine Learning · Computer Science 2022-09-05 Julia Grosse , Cheng Zhang , Philipp Hennig

We present algorithms for efficiently learning regularizers that improve generalization. Our approach is based on the insight that regularizers can be viewed as upper bounds on the generalization gap, and that reducing the slack in the…

Machine Learning · Computer Science 2019-02-25 Matthew Streeter

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

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

Bayesian optimization has emerged as a strong candidate tool for global optimization of functions with expensive evaluation costs. However, due to the dynamic nature of research in Bayesian approaches, and the evolution of computing…

Applications · Statistics 2018-08-24 Ran Rubin

Bayesian optimization is an effective method for finding extrema of a black-box function. We propose a new type of Bayesian optimization for learning user preferences in high-dimensional spaces. The central assumption is that the underlying…

Machine Learning · Statistics 2020-08-17 Petrus Mikkola , Milica Todorović , Jari Järvi , Patrick Rinke , Samuel Kaski

Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…

Machine Learning · Statistics 2019-05-10 Ali Hebbal , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Nouredine Melab

Parameter-space regularization in neural network optimization is a fundamental tool for improving generalization. However, standard parameter-space regularization methods make it challenging to encode explicit preferences about desired…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Sanyam Kapoor , Shikai Qiu , Andrew Gordon Wilson

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…

Machine Learning · Statistics 2012-08-30 Jasper Snoek , Hugo Larochelle , Ryan P. Adams

Bayesian Optimisation (BO) methods seek to find global optima of objective functions which are only available as a black-box or are expensive to evaluate. Such methods construct a surrogate model for the objective function, quantifying the…

Machine Learning · Statistics 2023-01-10 Enrico Crovini , Simon L. Cotter , Konstantinos Zygalakis , Andrew B. Duncan

Optimizing expensive-to-evaluate black-box functions of discrete (and potentially continuous) design parameters is a ubiquitous problem in scientific and engineering applications. Bayesian optimization (BO) is a popular, sample-efficient…

Machine Learning · Computer Science 2022-10-20 Samuel Daulton , Xingchen Wan , David Eriksson , Maximilian Balandat , Michael A. Osborne , Eytan Bakshy

Identifying optimal values for a high-dimensional set of hyperparameters is a problem that has received growing attention given its importance to large-scale machine learning applications such as neural architecture search. Recently…