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Bayesian optimization (BO) is a well-established method to optimize black-box functions whose direct evaluations are costly. In this paper, we tackle the problem of incorporating expert knowledge into BO, with the goal of further…

Machine Learning · Computer Science 2022-08-19 Daolang Huang , Louis Filstroff , Petrus Mikkola , Runkai Zheng , Samuel Kaski

State-of-the-art multi-objective optimization often assumes a known utility function, learns it interactively, or computes the full Pareto front-each requiring costly expert input.~Real-world problems, however, involve implicit preferences…

Machine Learning · Computer Science 2025-10-01 Farha A. Khan , Tanmay Chakraborty , Jörg P. Dietrich , Christian Wirth

Optimizing discrete black-box functions is key in several domains, e.g. protein engineering and drug design. Due to the lack of gradient information and the need for sample efficiency, Bayesian optimization is an ideal candidate for these…

The tuning of hyperparameters becomes increasingly important as machine learning (ML) models have been extensively applied in data mining applications. Among various approaches, Bayesian optimization (BO) is a successful methodology to tune…

Machine Learning · Computer Science 2022-06-07 Yang Li , Yu Shen , Huaijun Jiang , Tianyi Bai , Wentao Zhang , Ce Zhang , Bin Cui

In multi-task learning, multiple tasks are solved jointly, sharing inductive bias between them. Multi-task learning is inherently a multi-objective problem because different tasks may conflict, necessitating a trade-off. A common compromise…

Machine Learning · Computer Science 2019-01-14 Ozan Sener , Vladlen Koltun

Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this…

Machine Learning · Statistics 2014-03-25 Michael A. Gelbart , Jasper Snoek , Ryan P. Adams

Hyperparameter tuning is an active area of research in machine learning, where the aim is to identify the optimal hyperparameters that provide the best performance on the validation set. Hyperparameter tuning is often achieved using naive…

Machine Learning · Computer Science 2020-07-23 Ankur Sinha , Tanmay Khandait , Raja Mohanty

The key idea of Bayesian optimization is replacing an expensive target function with a cheap surrogate model. By selection of an acquisition function for Bayesian optimization, we trade off between exploration and exploitation. The…

Machine Learning · Statistics 2019-02-20 Leonid Matyushin , Alexey Zaytsev , Oleg Alenkin , Andrey Ustuzhanin

We propose MUMBO, the first high-performing yet computationally efficient acquisition function for multi-task Bayesian optimization. Here, the challenge is to perform efficient optimization by evaluating low-cost functions somehow related…

Machine Learning · Computer Science 2020-06-23 Henry B. Moss , David S. Leslie , Paul Rayson

Sequential Bayesian inference over predictive functions is a natural framework for continual learning from streams of data. However, applying it to neural networks has proved challenging in practice. Addressing the drawbacks of existing…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Freddie Bickford Smith , Qixuan Feng , Yee Whye Teh , Yarin Gal

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…

We present a developmental framework based on a long-term memory and reasoning mechanisms (Vision Similarity and Bayesian Optimisation). This architecture allows a robot to optimize autonomously hyper-parameters that need to be tuned from…

Robotics · Computer Science 2018-10-22 Maxime Petit , Amaury Depierre , Xiaofang Wang , Emmanuel Dellandréa , Liming Chen

Learning a sequence of tasks without access to i.i.d. observations is a widely studied form of continual learning (CL) that remains challenging. In principle, Bayesian learning directly applies to this setting, since recursive and one-off…

Multi-fidelity Bayesian Optimisation (MFBO) has been shown to generally converge faster than single-fidelity Bayesian Optimisation (SFBO) (Poloczek et al. (2017)). Inspired by recent benchmark papers, we are investigating the long-run…

Machine Learning · Computer Science 2023-12-21 Gbetondji J-S Dovonon , Jakob Zeitler

Given a Hyperparameter Optimization(HPO) problem, how to design an algorithm to find optimal configurations efficiently? Bayesian Optimization(BO) and the multi-fidelity BO methods employ surrogate models to sample configurations based on…

Machine Learning · Computer Science 2024-02-22 Yang Zhang , Haiyang Wu , Yuekui Yang

A key drawback of the current generation of artificial decision-makers is that they do not adapt well to changes in unexpected situations. This paper addresses the situation in which an AI for aerial dog fighting, with tunable parameters…

Machine Learning · Statistics 2016-12-14 Brett Israelsen , Nisar Ahmed

Compression and computational efficiency in deep learning have become a problem of great significance. In this work, we argue that the most principled and effective way to attack this problem is by adopting a Bayesian point of view, where…

Machine Learning · Statistics 2017-11-07 Christos Louizos , Karen Ullrich , Max Welling

Deep learning models form one of the most powerful machine learning models for the extraction of important features. Most of the designs of deep neural models, i.e., the initialization of parameters, are still manually tuned. Hence,…

Machine Learning · Computer Science 2023-05-18 Mrittika Chakraborty , Wreetbhas Pal , Sanghamitra Bandyopadhyay , Ujjwal Maulik

Meta-learning owns unique effectiveness and swiftness in tackling emerging tasks with limited data. Its broad applicability is revealed by viewing it as a bi-level optimization problem. The resultant algorithmic viewpoint however, faces…

Machine Learning · Computer Science 2023-12-22 Yilang Zhang , Bingcong Li , Shijian Gao , Georgios B. Giannakis

Bayesian optimization is a methodology for global optimization of unknown and expensive objectives. It combines a surrogate Bayesian regression model with an acquisition function to decide where to evaluate the objective. Typical regression…

Machine Learning · Computer Science 2023-04-04 Afonso Eduardo , Michael U. Gutmann
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