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Many real-world applications involve black-box optimization of multiple objectives using continuous function approximations that trade-off accuracy and resource cost of evaluation. For example, in rocket launching research, we need to find…

Machine Learning · Statistics 2020-11-24 Syrine Belakaria , Aryan Deshwal , Janardhan Rao Doppa

Bayesian optimization (BO) is a popular framework to optimize black-box functions. In many applications, the objective function can be evaluated at multiple fidelities to enable a trade-off between the cost and accuracy. To reduce the…

Machine Learning · Computer Science 2020-12-11 Shibo Li , Wei Xing , Mike Kirby , Shandian Zhe

Bayesian optimization is popular for optimizing time-consuming black-box objectives. Nonetheless, for hyperparameter tuning in deep neural networks, the time required to evaluate the validation error for even a few hyperparameter settings…

Machine Learning · Computer Science 2019-03-13 Jian Wu , Saul Toscano-Palmerin , Peter I. Frazier , Andrew Gordon Wilson

Bayesian optimization is a popular framework for the optimization of black box functions. Multifidelity methods allows to accelerate Bayesian optimization by exploiting low-fidelity representations of expensive objective functions. Popular…

Machine Learning · Computer Science 2024-07-08 Francesco Di Fiore , Laura Mainini

Real-world black-box optimization often involves time-consuming or costly experiments and simulations. Multi-fidelity optimization (MFO) stands out as a cost-effective strategy that balances high-fidelity accuracy with computational…

Machine Learning · Computer Science 2024-02-16 Ke Li , Fan Li

Bayesian optimization (BO) is a powerful framework for optimizing black-box, expensive-to-evaluate functions. Over the past decade, many algorithms have been proposed to integrate cheaper, lower-fidelity approximations of the objective…

Machine Learning · Computer Science 2023-02-27 Petrus Mikkola , Julien Martinelli , Louis Filstroff , Samuel Kaski

Bayesian optimization (BO) is increasingly employed in critical applications such as materials design and drug discovery. An increasingly popular strategy in BO is to forgo the sole reliance on high-fidelity data and instead use an ensemble…

Machine Learning · Statistics 2023-03-22 Zahra Zanjani Foumani , Mehdi Shishehbor , Amin Yousefpour , Ramin Bostanabad

In many scientific and engineering applications, we are tasked with the maximisation of an expensive to evaluate black box function $f$. Traditional settings for this problem assume just the availability of this single function. However, in…

Machine Learning · Statistics 2019-03-19 Kirthevasan Kandasamy , Gautam Dasarathy , Junier B. Oliva , Jeff Schneider , Barnabas Poczos

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

Bayesian Optimization (BO) is a method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…

Machine Learning · Computer Science 2024-02-13 Yihang Shen , Carl Kingsford

In many applications, ranging from logistics to engineering, a designer is faced with a sequence of optimization tasks for which the objectives are in the form of black-box functions that are costly to evaluate. Furthermore, higher-fidelity…

Machine Learning · Computer Science 2025-01-09 Yunchuan Zhang , Sangwoo Park , Osvaldo Simeone

In system analysis and design optimization, multiple computational models are typically available to represent a given physical system. These models can be broadly classified as high-fidelity models, which provide highly accurate…

Machine Learning · Computer Science 2024-11-01 Ruda Zhang , Negin Alemazkoor

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

Bayesian Optimization (BO) is a class of black-box, surrogate-based heuristics that can efficiently optimize problems that are expensive to evaluate, and hence admit only small evaluation budgets. BO is particularly popular for solving…

Machine Learning · Computer Science 2024-06-25 Maria Laura Santoni , Elena Raponi , Renato De Leone , Carola Doerr

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…

Machine Learning · Statistics 2016-11-16 Matthias Poloczek , Jialei Wang , Peter I. Frazier

Simulation-based falsification is a practical testing method to increase confidence that the system will meet safety requirements. Because full-fidelity simulations can be computationally demanding, we investigate the use of simulators with…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Zahra Shahrooei , Mykel J. Kochenderfer , Ali Baheri

Bayesian optimization (BO) is a sequential optimization strategy that is increasingly employed in a wide range of areas including materials design. In real world applications, acquiring high-fidelity (HF) data through physical experiments…

Machine Learning · Computer Science 2023-09-07 Zahra Zanjani Foumani , Amin Yousefpour , Mehdi Shishehbor , Ramin Bostanabad

Multi-fidelity Bayesian Optimization (MFBO) is a promising framework to speed up materials and molecular discovery as sources of information of different accuracies are at hand at increasing cost. Despite its potential use in chemical…

Traditional methods for black box optimization require a considerable number of evaluations which can be time consuming, unpractical, and often unfeasible for many engineering applications that rely on accurate representations and expensive…

Machine Learning · Computer Science 2020-07-10 Francesco Grassi , Giorgio Manganini , Michele Garraffa , Laura Mainini

Hyperparameter optimization and neural architecture search can become prohibitively expensive for regular black-box Bayesian optimization because the training and evaluation of a single model can easily take several hours. To overcome this,…

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