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Many expensive black-box optimisation problems are sensitive to their inputs. In these problems it makes more sense to locate a region of good designs, than a single-possibly fragile-optimal design. Expensive black-box functions can be…

Machine Learning · Computer Science 2021-12-16 Nicholas D. Sanders , Richard M. Everson , Jonathan E. Fieldsend , Alma A. M. Rahat

Exploration-exploitation of functions, that is learning and optimizing a mapping between inputs and expected outputs, is ubiquitous to many real world situations. These situations sometimes require us to avoid certain outcomes at all cost,…

Applications · Statistics 2016-05-17 Eric Schulz , Quentin J. M. Huys , Dominik R. Bach , Maarten Speekenbrink , Andreas Krause

Robust grasping is a major, and still unsolved, problem in robotics. Information about the 3D shape of an object can be obtained either from prior knowledge (e.g., accurate models of known objects or approximate models of familiar objects)…

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…

Machine Learning · Statistics 2019-05-08 Takashi Wada , Hideitsu Hino

Learning to move is a primary goal for animals and robots, where ensuring safety is often important when optimizing control policies on the embodied systems. For complex tasks such as the control of human or humanoid control, the…

Machine Learning · Computer Science 2024-12-31 Yunyue Wei , Zeji Yi , Hongda Li , Saraswati Soedarmadji , Yanan Sui

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…

Most of the existing robotic exploration schemes use occupancy grid representations and geometric targets known as frontiers. The occupancy grid representation relies on the assumption of independence between grid cells and ignores…

Robotics · Computer Science 2019-05-22 Maani Ghaffari Jadidi , Jaime Valls Miro , Gamini Dissanayake

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

Enforcing safety is a key aspect of many problems pertaining to sequential decision making under uncertainty, which require the decisions made at every step to be both informative of the optimal decision and also safe. For example, we value…

Machine Learning · Computer Science 2020-01-28 Yanan Sui , Vincent Zhuang , Joel W. Burdick , Yisong Yue

The partially observable constrained optimization problems (POCOPs) impede data-driven optimization techniques since an infeasible solution of POCOPs can provide little information about the objective as well as the constraints. We endeavor…

Machine Learning · Computer Science 2023-12-27 Shengbo Wang , Ke Li

Bayesian optimisation is a powerful tool to solve expensive black-box problems, but fails when the stationary assumption made on the objective function is strongly violated, which is the case in particular for ill-conditioned or…

Machine Learning · Statistics 2019-12-06 Victor Picheny , Sattar Vakili , Artem Artemev

We present a tutorial on Bayesian optimization, a method of finding the maximum of expensive cost functions. Bayesian optimization employs the Bayesian technique of setting a prior over the objective function and combining it with evidence…

Machine Learning · Computer Science 2010-12-14 Eric Brochu , Vlad M. Cora , Nando de Freitas

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…

Reinforcement learning in sparse-reward navigation environments with expensive and limited interactions is challenging and poses a need for effective exploration. Motivated by complex navigation tasks that require real-world training (when…

Optimization and Control · Mathematics 2023-10-13 Yijia Wang , Matthias Poloczek , Daniel R. Jiang

We consider Bayesian optimization using Gaussian Process models, also referred to as kernel-based bandit optimization. We study the methodology of exploring the domain using random samples drawn from a distribution. We show that this random…

Machine Learning · Computer Science 2024-02-05 Sudeep Salgia , Sattar Vakili , Qing Zhao

This paper focuses on online occupancy mapping and real-time collision checking onboard an autonomous robot navigating in a large unknown environment. Commonly used voxel and octree map representations can be easily maintained in a small…

Robotics · Computer Science 2021-07-13 Thai Duong , Michael Yip , Nikolay Atanasov

Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…

Machine Learning · Computer Science 2025-12-22 Xietao Wang Lin , Juan Ungredda , Max Butler , James Town , Alma Rahat , Hemant Singh , Juergen Branke

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

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.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

Autonomous exploration in unknown environments using mobile robots is the pillar of many robotic applications. Existing exploration frameworks either select the nearest geometric frontier or the nearest information-theoretic frontier.…

Robotics · Computer Science 2021-11-02 Zheng Chen , Weizhe Chen , Shi Bai , Lantao Liu