Related papers: Batched High-dimensional Bayesian Optimization via…

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…

Bayesian optimisation is a popular method for efficient optimisation of expensive black-box functions. Traditionally, BO assumes that the search space is known. However, in many problems, this assumption does not hold. To this end, we…

Local optimization presents a promising approach to expensive, high-dimensional black-box optimization by sidestepping the need to globally explore the search space. For objective functions whose gradient cannot be evaluated directly,…

Bayesian Optimization (BO) is a well-established method for addressing black-box optimization problems. In many real-world scenarios, optimization often involves multiple functions, emphasizing the importance of leveraging data and learned…

Efficient optimisation of black-box problems that comprise both continuous and categorical inputs is important, yet poses significant challenges. We propose a new approach, Continuous and Categorical Bayesian Optimisation (CoCaBO), which…

Bayesian optimization is a popular method for optimizing expensive black-box functions. Yet it oftentimes struggles in high dimensions where the computation could be prohibitively heavy. To alleviate this problem, we introduce Coordinate…

Data-efficiency is crucial for autonomous robots to adapt to new tasks and environments. In this work we focus on robotics problems with a budget of only 10-20 trials. This is a very challenging setting even for data-efficient approaches…

Bayesian Optimization (BO) is a powerful tool for black-box optimization, but its application to high-dimensional permutation spaces is severely limited by the challenge of defining scalable representations. The current state-of-the-art BO…

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…

Bayesian Optimization aims at optimizing an unknown non-convex/concave function that is costly to evaluate. We are interested in application scenarios where concurrent function evaluations are possible. Under such a setting, BO could choose…

Many control problems require repeated tuning and adaptation of controllers across distinct closed-loop tasks, where data efficiency and adaptability are critical. We propose a hierarchical Bayesian optimization (BO) framework that is…

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,…

Gaussian Process (GP) kernels are central to Bayesian optimization (BO), yet designing effective kernels for high-dimensional problems still relies on extensive manual engineering. Existing automated approaches struggle in high dimensions…

Bayesian optimization (BO) is an efficient method for optimizing expensive black-box functions. In real-world applications, BO often faces a major problem of missing values in inputs. The missing inputs can happen in two cases. First, the…

In many high-throughput experimental design settings, such as those common in biochemical engineering, batched queries are more cost effective than one-by-one sequential queries. Furthermore, it is often not possible to directly choose…

In this paper, we propose an active learning method for an inverse problem that aims to find an input that achieves a desired structured-output. The proposed method provides new acquisition functions for minimizing the error between the…

At present, high-dimensional global optimization problems with time-series models have received much attention from engineering fields. Since it was proposed, Bayesian optimization has quickly become a popular and promising approach for…

For Bayesian optimization (BO) on high-dimensional data with complex structure, neural network-based kernels for Gaussian processes (GPs) have been used to learn flexible surrogate functions by the high representation power of deep…

Bayesian optimization (BO) is a sample-efficient method and has been widely used for optimizing expensive black-box functions. Recently, there has been a considerable interest in BO literature in optimizing functions that are affected by…

Transferring knowledge across tasks to improve data-efficiency is one of the open key challenges in the field of global black-box optimization. Readily available algorithms are typically designed to be universal optimizers and, therefore,…