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Bayesian optimization (BO) and its batch extensions are successful for optimizing expensive black-box functions. However, these traditional BO approaches are not yet ideal for optimizing less expensive functions when the computational cost…

Machine Learning · Computer Science 2018-11-06 Vu Nguyen , Sunil Gupta , Santu Rana , Cheng Li , Svetha Venkatesh

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

One of the first tasks we learn as children is to grasp objects based on our tactile perception. Incorporating such skill in robots will enable multiple applications, such as increasing flexibility in industrial processes or providing…

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

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

This paper considers the problem of Bayesian optimization for systems with safety-critical constraints, where both the objective function and the constraints are unknown, but can be observed by querying the system. In safety-critical…

Optimization and Control · Mathematics 2022-05-06 Dinesh Krishnamoorthy , Francis J. Doyle

Bayesian optimization has emerged as a highly effective tool for the safe online optimization of systems, due to its high sample efficiency and noise robustness. To further enhance its efficiency, reduced physical models of the system can…

Machine Learning · Computer Science 2024-06-18 Jannis O. Lübsen , Christian Hespe , Annika Eichler

Bayesian Optimisation has gained much popularity lately, as a global optimisation technique for functions that are expensive to evaluate or unknown a priori. While classical BO focuses on where to gather an observation next, it does not…

Robotics · Computer Science 2017-03-14 Philippe Morere , Roman Marchant , Fabio Ramos

Optimal portfolio allocation is often formulated as a constrained risk problem, where one aims to minimize a risk measure subject to some performance constraints. This paper presents new Bayesian Optimization algorithms for such constrained…

Portfolio Management · Quantitative Finance 2025-03-25 Robert Millar , Jinglai Li

Bayesian Optimization is a sample-efficient black-box optimization procedure that is typically applied to problems with a small number of independent objectives. However, in practice we often wish to optimize objectives defined over many…

Machine Learning · Computer Science 2021-10-29 Wesley J. Maddox , Maximilian Balandat , Andrew Gordon Wilson , Eytan Bakshy

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic…

Machine Learning · Statistics 2018-07-10 Peter I. Frazier

I describe a framework for adaptive scientific exploration based on iterating an Observation--Inference--Design cycle that allows adjustment of hypotheses and observing protocols in response to the results of observation on-the-fly, as data…

Astrophysics · Physics 2009-11-10 Thomas J. Loredo

Autonomous exploration in mobile robotics often involves a trade-off between two objectives: maximizing environmental coverage and minimizing the total path length. In the widely used information gain paradigm, exploration is guided by the…

Robotics · Computer Science 2025-04-22 Ludvig Ericson , José Pedro , Patric Jensfelt

Applying Bayesian optimization in problems wherein the search space is unknown is challenging. To address this problem, we propose a systematic volume expansion strategy for the Bayesian optimization. We devise a strategy to guarantee that…

Machine Learning · Statistics 2019-10-30 Huong Ha , Santu Rana , Sunil Gupta , Thanh Nguyen , Hung Tran-The , Svetha Venkatesh

In Bayesian optimisation, we often seek to minimise the black-box objective functions that arise in real-world physical systems. A primary contributor to the cost of evaluating such black-box objective functions is often the effort required…

Machine Learning · Computer Science 2024-07-04 Adam X. Yang , Laurence Aitchison , Henry B. Moss

In this paper, we propose an optimization based SLAM approach to simultaneously optimize the robot trajectory and the occupancy map using 2D laser scans (and odometry) information. The key novelty is that the robot poses and the occupancy…

Robotics · Computer Science 2024-05-20 Liang Zhao , Yingyu Wang , Shoudong Huang

Robotic algorithms typically depend on various parameters, the choice of which significantly affects the robot's performance. While an initial guess for the parameters may be obtained from dynamic models of the robot, parameters are usually…

Robotics · Computer Science 2020-04-08 Felix Berkenkamp , Andreas Krause , Angela P. Schoellig

Joint optimization of poses and features has been extensively studied and demonstrated to yield more accurate results in feature-based SLAM problems. However, research on jointly optimizing poses and non-feature-based maps remains limited.…

Robotics · Computer Science 2025-07-14 Yingyu Wang , Liang Zhao , Shoudong Huang

Planning safe paths is a major building block in robot autonomy. It has been an active field of research for several decades, with a plethora of planning methods. Planners can be generally categorised as either trajectory optimisers or…

Robotics · Computer Science 2017-05-18 Gilad Francis , Lionel Ott , Fabio Ramos

Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to…

Machine Learning · Computer Science 2023-05-04 Natalie Maus , Kaiwen Wu , David Eriksson , Jacob Gardner