Related papers: On Local Optimizers of Acquisition Functions in Ba…

This paper introduces a probabilistic framework to estimate parameters of an acquisition function given observed human behavior that can be modeled as a collection of sample paths from a Bayesian optimization procedure. The methodology…

Bayesian optimization is a class of global optimization techniques. In Bayesian optimization, the underlying objective function is modeled as a realization of a Gaussian process. Although the Gaussian process assumption implies a random…

Bayesian optimization is a powerful tool for optimizing an expensive-to-evaluate black-box function. In particular, the effectiveness of expected improvement (EI) has been demonstrated in a wide range of applications. However, theoretical…

Black-box problems are common in real life like structural design, drug experiments, and machine learning. When optimizing black-box systems, decision-makers always consider multiple performances and give the final decision by comprehensive…

In discrete-variable black-box optimization, the number of candidate solutions grows combinatorially, while each evaluation is often expensive. Therefore, it is important to identify promising solutions efficiently within a limited number…

Bayesian optimization (BO) is a sample-efficient approach to optimizing costly-to-evaluate black-box functions. Most BO methods ignore how evaluation costs may vary over the optimization domain. However, these costs can be highly…

We are often interested in identifying the feasible subset of a decision space under multiple constraints to permit effective design exploration. If determining feasibility required computationally expensive simulations, the cost of…

Bayesian optimization is a powerful collection of methods for optimizing stochastic expensive black box functions. One key component of a Bayesian optimization algorithm is the acquisition function that determines which solution should be…

Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…

Information-based Bayesian optimization (BO) algorithms have achieved state-of-the-art performance in optimizing a black-box objective function. However, they usually require several approximations or simplifying assumptions (without…

Gaussian processes~(Kriging) are interpolating data-driven models that are frequently applied in various disciplines. Often, Gaussian processes are trained on datasets and are subsequently embedded as surrogate models in optimization…

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points…

Bayesian optimization is a widely used technique for optimizing black-box functions, with Expected Improvement (EI) being the most commonly utilized acquisition function in this domain. While EI is often viewed as distinct from other…

Bayesian optimization has proven to be a highly effective methodology for the global optimization of unknown, expensive and multimodal functions. The ability to accurately model distributions over functions is critical to the effectiveness…

Bayesian optimization is a principled optimization strategy for a black-box objective function. It shows its effectiveness in a wide variety of real-world applications such as scientific discovery and experimental design. In general, the…

In this work we introduce PHOENICS, a probabilistic global optimization algorithm combining ideas from Bayesian optimization with concepts from Bayesian kernel density estimation. We propose an inexpensive acquisition function balancing the…

The expected improvement (EI) is one of the most popular acquisition functions for Bayesian optimization (BO) and has demonstrated good empirical performances in many applications for the minimization of simple regret. However, under the…

In this paper, we propose a novel method to estimate the elite individual to accelerate the convergence of optimization. Inspired by the Bayesian Optimization Algorithm (BOA), the Gaussian Process Regression (GPR) is applied to approximate…

Bayesian optimization (BO) is a framework for global optimization of expensive-to-evaluate objective functions. Classical BO methods assume that the objective function is a black box. However, internal information about objective function…

We consider the problem of chance constrained optimization where it is sought to optimize a function and satisfy constraints, both of which are affected by uncertainties. The real world declinations of this problem are particularly…