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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,…

To solve a machine learning problem, one typically needs to perform data preprocessing, modeling, and hyperparameter tuning, which is known as model selection and hyperparameter optimization.The goal of automated machine learning (AutoML)…

Machine Learning · Computer Science 2019-04-19 Weilin Zhou , Frederic Precioso

Bayesian optimization (BO) is a typical approach to solve expensive optimization problems. In each iteration of BO, a Gaussian process(GP) model is trained using the previously evaluated solutions; then next candidate solutions for…

Neural and Evolutionary Computing · Computer Science 2022-06-23 Jixiang Chen , Fu Luo , Zhenkun Wang

Real-world robots are becoming increasingly complex and commonly act in poorly understood environments where it is extremely challenging to model or learn their true dynamics. Therefore, it might be desirable to take a task-specific…

Systems and Control · Computer Science 2017-09-25 Somil Bansal , Roberto Calandra , Ted Xiao , Sergey Levine , Claire J. Tomlin

Efficiently tackling multiple tasks within complex environment, such as those found in robot manipulation, remains an ongoing challenge in robotics and an opportunity for data-driven solutions, such as reinforcement learning (RL).…

Robotics · Computer Science 2024-04-03 Carlos Plou , Ana C. Murillo , Ruben Martinez-Cantin

Agents that interact with other agents often do not know a priori what the other agents' strategies are, but have to maximise their own online return while interacting with and learning about others. The optimal adaptive behaviour under…

Machine Learning · Computer Science 2022-04-19 Luisa Zintgraf , Sam Devlin , Kamil Ciosek , Shimon Whiteson , Katja Hofmann

Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…

Computation · Statistics 2022-08-18 Oskar Gustafsson , Mattias Villani , Pär Stockhammar

Fully Bayesian approaches to sequential decision-making assume that problem parameters are generated from a known prior. In practice, such information is often lacking. This problem is exacerbated in setups with partial information, where a…

Machine Learning · Statistics 2022-08-08 Amit Peleg , Naama Pearl , Ron Meir

Bayesian optimization (BO) is among the most effective and widely-used blackbox optimization methods. BO proposes solutions according to an explore-exploit trade-off criterion encoded in an acquisition function, many of which are computed…

Machine Learning · Computer Science 2021-02-19 Louis C. Tiao , Aaron Klein , Matthias Seeger , Edwin V. Bonilla , Cedric Archambeau , Fabio Ramos

Bayesian Optimization (BO) is a key methodology for accelerating molecular discovery by estimating the mapping from molecules to their properties while seeking the optimal candidate. Typically, BO iteratively updates a probabilistic…

Machine Learning · Computer Science 2025-12-17 Qi Chen , Fabio Ramos , Alán Aspuru-Guzik , Florian Shkurti

Bayesian optimization (BO) has emerged during the last few years as an effective approach to optimizing black-box functions where direct queries of the objective are expensive. In this paper we consider the case where direct access to the…

Machine Learning · Statistics 2017-04-13 Javier Gonzalez , Zhenwen Dai , Andreas Damianou , Neil D. Lawrence

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…

Bayesian optimization (BO) has become an established framework and popular tool for hyperparameter optimization (HPO) of machine learning (ML) algorithms. While known for its sample-efficiency, vanilla BO can not utilize readily available…

Machine Learning · Computer Science 2022-04-26 Carl Hvarfner , Danny Stoll , Artur Souza , Marius Lindauer , Frank Hutter , Luigi Nardi

Bayesian optimisation is a well-known sample-efficient method for the optimisation of expensive black-box functions. However when dealing with big search spaces the algorithm goes through several low function value regions before reaching…

Machine Learning · Computer Science 2020-03-31 Anil Ramachandran , Sunil Gupta , Santu Rana , Cheng Li , Svetha Venkatesh

Bayesian optimization (BO) is a class of sample-efficient global optimization methods, where a probabilistic model conditioned on previous observations is used to determine future evaluations via the optimization of an acquisition function.…

Machine Learning · Computer Science 2020-06-22 Eric Hans Lee , David Eriksson , Bolong Cheng , Michael McCourt , David Bindel

Bayesian Optimization is an effective method for searching the global maxima of an objective function especially if the function is unknown. The process comprises of using a surrogate function and choosing an acquisition function followed…

Machine Learning · Computer Science 2021-11-10 Ashish Anil Pawar , Ujwal Warbhe

We consider two active binary-classification problems with atypical objectives. In the first, active search, our goal is to actively uncover as many members of a given class as possible. In the second, active surveying, our goal is to…

Machine Learning · Computer Science 2016-11-11 Roman Garnett , Yamuna Krishnamurthy , Xuehan Xiong , Jeff Schneider , Richard Mann

Adding domain knowledge to a learning system is known to improve results. In multi-parameter Bayesian frameworks, such knowledge is incorporated as a prior. On the other hand, various model parameters can have different learning rates in…

Machine Learning · Computer Science 2022-06-22 Sareh Nabi , Houssam Nassif , Joseph Hong , Hamed Mamani , Guido Imbens

Reinforcement learning (RL) aims to find an optimal policy by interaction with an environment. Consequently, learning complex behavior requires a vast number of samples, which can be prohibitive in practice. Nevertheless, instead of…

Machine Learning · Computer Science 2021-11-23 Sarah Müller , Alexander von Rohr , Sebastian Trimpe

Active policy search combines the trial-and-error methodology from policy search with Bayesian optimization to actively find the optimal policy. First, policy search is a type of reinforcement learning which has become very popular for…

Robotics · Computer Science 2024-02-13 Ruben Martinez-Cantin