Related papers: Practical Multi-fidelity Bayesian Optimization for…
Multi-fidelity Bayesian optimization (MFBO) accelerates the search for the global optimum of black-box functions by integrating inexpensive, low-fidelity approximations. The central task of an MFBO policy is to balance the cost-efficiency…
Recently, multi-fidelity Bayesian optimization (MFBO) has been successfully applied to many engineering design optimization problems, where the cost of high-fidelity simulations and experiments can be prohibitive. However, challenges remain…
Bayesian optimization (BO) is a popular method to optimize expensive black-box functions. It efficiently tunes machine learning algorithms under the implicit assumption that hyperparameter evaluations cost approximately the same. In…
In the pursuit of efficient optimization of expensive-to-evaluate systems, this paper investigates a novel approach to Bayesian multi-objective and multi-fidelity (MOMF) optimization. Traditional optimization methods, while effective, often…
Motivated by the problem of tuning hyperparameters in machine learning, we present a new approach for gradually and adaptively optimizing an unknown function using estimated gradients. We validate the empirical performance of the proposed…
Bayesian optimization with Gaussian processes has become an increasingly popular tool in the machine learning community. It is efficient and can be used when very little is known about the objective function, making it popular in expensive…
Machine learning methods usually depend on internal parameters -- so called hyperparameters -- that need to be optimized for best performance. Such optimization poses a burden on machine learning practitioners, requiring expert knowledge,…
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,…
Optimising black-box functions is important in many disciplines, such as tuning machine learning models, robotics, finance and mining exploration. Bayesian optimisation is a state-of-the-art technique for the global optimisation of…
Bayesian optimization provides an effective method to optimize expensive-to-evaluate black box functions. It has been widely applied to problems in many fields, including notably in computer science, e.g. in machine learning to optimize…
In the literature on deep neural networks, there is considerable interest in developing activation functions that can enhance neural network performance. In recent years, there has been renewed scientific interest in proposing activation…
Bayesian decision theory provides an elegant framework for acting optimally under uncertainty when tractable posterior distributions are available. Modern Bayesian models, however, typically involve intractable posteriors that are…
Deep learning has achieved impressive results on many problems. However, it requires high degree of expertise or a lot of experience to tune well the hyperparameters, and such manual tuning process is likely to be biased. Moreover, it is…
Despite their theoretical appealingness, Bayesian neural networks (BNNs) are left behind in real-world adoption, mainly due to persistent concerns on their scalability, accessibility, and reliability. In this work, we develop the…
Bayesian optimization is a sample-efficient approach to solving global optimization problems. Along with a surrogate model, this approach relies on theoretically motivated value heuristics (acquisition functions) to guide the search…
As machine learning becomes more prominent there is a growing demand to perform several inference tasks in parallel. Running a dedicated model for each task is computationally expensive and therefore there is a great interest in multi-task…
Beam parameter optimization in accelerators involves multiple, sometimes competing objectives. Condensing these individual objectives into a single figure of merit unavoidably results in a bias towards particular outcomes, in absence of…
In this paper we develop a Bayesian optimization based hyperparameter tuning framework inspired by statistical learning theory for classifiers. We utilize two key facts from PAC learning theory; the generalization bound will be higher for a…
This work introduces a novel blackbox optimization algorithm for computationally expensive constrained multi-fidelity problems. When applying a direct search method to such problems, the scarcity of feasible points may lead to numerous…
Modern deep learning methods are very sensitive to many hyperparameters, and, due to the long training times of state-of-the-art models, vanilla Bayesian hyperparameter optimization is typically computationally infeasible. On the other…