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Solving symmetric Bayesian decision problems is a computationally intensive task to perform regardless of the algorithm used. In this paper we propose a method for improving the efficiency of algorithms for solving Bayesian decision…

Artificial Intelligence · Computer Science 2013-01-30 Anders L. Madsen , Finn Verner Jensen

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

Bayesian optimization is a powerful global optimization technique for expensive black-box functions. One of its shortcomings is that it requires auxiliary optimization of an acquisition function at each iteration. This auxiliary…

Machine Learning · Statistics 2014-02-28 Ziyu Wang , Babak Shakibi , Lin Jin , Nando de Freitas

When applying machine learning to problems in NLP, there are many choices to make about how to represent input texts. These choices can have a big effect on performance, but they are often uninteresting to researchers or practitioners who…

Computation and Language · Computer Science 2015-03-03 Dani Yogatama , Noah A. Smith

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

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

Autonomous methods to align beamlines can decrease the amount of time spent on diagnostics, and also uncover better global optima leading to better beam quality. The alignment of these beamlines is a high-dimensional, expensive-to-sample…

The optimization of expensive-to-evaluate black-box functions over combinatorial structures is an ubiquitous task in machine learning, engineering and the natural sciences. The combinatorial explosion of the search space and costly…

Machine Learning · Statistics 2018-10-11 Ricardo Baptista , Matthias Poloczek

We describe a method for searching the optimal hyper-parameters in reservoir computing, which consists of a Gaussian process with Bayesian optimization. It provides an alternative to other frequently used optimization methods such as grid,…

Machine Learning · Computer Science 2017-06-15 Jan Yperman , Thijs Becker

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

A solution that is only reliable under favourable conditions is hardly a safe solution. Min Max Optimization is an approach that returns optima that are robust against worst case conditions. We propose algorithms that perform Min Max…

Machine Learning · Computer Science 2021-07-30 Dorina Weichert , Alexander Kister

Accelerator physics relies on numerical algorithms to solve optimization problems in online accelerator control and tasks such as experimental design and model calibration in simulations. The effectiveness of optimization algorithms in…

Reranking a list of candidates from a machine translation system with an external scoring model and returning the highest-scoring candidate remains a simple and effective method for improving the overall output quality. Translation scoring…

Computation and Language · Computer Science 2025-04-30 Julius Cheng , Maike Züfle , Vilém Zouhar , Andreas Vlachos

Controller tuning and parameter optimization are crucial in system design to improve closed-loop system performance. Bayesian optimization has been established as an efficient model-free controller tuning and adaptation method. However,…

Systems and Control · Electrical Eng. & Systems 2024-04-24 Christopher König , Raamadaas Krishnadas , Efe C. Balta , Alisa Rupenyan

A wide spectrum of design and decision problems, including parameter tuning, A/B testing and drug design, intrinsically are instances of black-box optimization. Bayesian optimization (BO) is a powerful tool that models and optimizes such…

Machine Learning · Computer Science 2023-02-14 Tianyi Bai , Yang Li , Yu Shen , Xinyi Zhang , Wentao Zhang , Bin Cui

We propose a novel Bayesian Optimization approach for black-box functions with an environmental variable whose value determines the tradeoff between evaluation cost and the fidelity of the evaluations. Further, we use a novel approach to…

Machine Learning · Statistics 2018-05-16 Mark McLeod , Michael A. Osborne , Stephen J. Roberts

Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While recent approaches use Bayesian optimization to adaptively select configurations, we focus on speeding up random search through…

Machine Learning · Computer Science 2018-06-20 Lisha Li , Kevin Jamieson , Giulia DeSalvo , Afshin Rostamizadeh , Ameet Talwalkar

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 is a methodology to optimize black-box functions. Traditionally, it focuses on the setting where you can arbitrarily query the search space. However, many real-life problems do not offer this flexibility; in…

Application domains of Bayesian optimization include optimizing black-box functions or very complex functions. The functions we are interested in describe complex real-world systems applied in industrial settings. Even though they do have…

Machine Learning · Computer Science 2021-06-14 Franz Brauße , Zurab Khasidashvili , Konstantin Korovin