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The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…

Machine Learning · Computer Science 2021-01-19 Vu Nguyen , Sebastian Schulze , Michael A Osborne

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

Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

Machine Learning · Computer Science 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau

Bayesian Optimisation (BO) is a state-of-the-art global optimisation technique for black-box problems where derivative information is unavailable, and sample efficiency is crucial. However, improving the general scalability of BO has proved…

Optimization and Control · Mathematics 2024-12-13 Luo Long , Coralia Cartis , Paz Fink Shustin

Bayesian Optimization (BO) is a data-efficient method for global black-box optimization of an expensive-to-evaluate fitness function. BO typically assumes that computation cost of BO is cheap, but experiments are time consuming or costly.…

Machine Learning · Statistics 2016-08-18 Doniyor Ulmasov , Caroline Baroukh , Benoit Chachuat , Marc Peter Deisenroth , Ruth Misener

Bayesian optimization (BO) is a popular global optimization scheme for sample-efficient optimization in domains with expensive function evaluations. The existing BO techniques are capable of finding a single global optimum solution.…

Optimization and Control · Mathematics 2023-08-08 Yongsheng Mei , Tian Lan , Mahdi Imani , Suresh Subramaniam

Bayesian Optimization (BO) is a foundational strategy in the field of engineering design optimization for efficiently handling black-box functions with many constraints and expensive evaluations. This paper introduces a fast and accurate BO…

Computational Engineering, Finance, and Science · Computer Science 2024-04-09 Rosen , Yu , Cyril Picard , Faez Ahmed

Bayesian Optimization (BO) is used to find the global optima of black box functions. In this work, we propose a practical BO method of function compositions where the form of the composition is known but the constituent functions are…

Machine Learning · Computer Science 2023-05-02 Kunal Jain , Prabuchandran K. J. , Tejas Bodas

Bayesian optimization (BO) is an approach to globally optimizing black-box objective functions that are expensive to evaluate. BO-powered experimental design has found wide application in materials science, chemistry, experimental physics,…

Machine Learning · Computer Science 2023-10-10 Mimi Zhang , Andrew Parnell , Dermot Brabazon , Alessio Benavoli

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

We consider derivative-free black-box global optimization of expensive noisy functions, when most of the randomness in the objective is produced by a few influential scalar random inputs. We present a new Bayesian global optimization…

Machine Learning · Computer Science 2016-02-23 Saul Toscano-Palmerin , Peter I. Frazier

Given the increasing importance of machine learning (ML) in our lives, several algorithmic fairness techniques have been proposed to mitigate biases in the outcomes of the ML models. However, most of these techniques are specialized to…

A wide spectrum of design and decision problems, including parameter tuning, A/B testing and drug design, intrinsically are instances of black-box optimization. Bayesian optimization (BO) is a powerful tool that models and optimizes such…

Machine Learning · Computer Science 2023-02-14 Tianyi Bai , Yang Li , Yu Shen , Xinyi Zhang , Wentao Zhang , Bin Cui

Bayesian optimization (BO) based on Gaussian process models is a powerful paradigm to optimize black-box functions that are expensive to evaluate. While several BO algorithms provably converge to the global optimum of the unknown function,…

Machine Learning · Statistics 2019-04-03 Felix Berkenkamp , Angela P. Schoellig , Andreas Krause

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box objective functions. However, the application of BO to areas such as recommendation systems often requires taking the interpretability and…

Machine Learning · Computer Science 2023-03-06 Sulin Liu , Qing Feng , David Eriksson , Benjamin Letham , Eytan Bakshy

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

Machine Learning · Statistics 2024-06-07 Huong Ha , Vu Nguyen , Hung Tran-The , Hongyu Zhang , Xiuzhen Zhang , Anton van den Hengel

Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…

Machine Learning · Computer Science 2021-05-28 Juan Ungredda , Juergen Branke

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…

Machine Learning · Computer Science 2022-01-04 Raul Astudillo , Peter I. Frazier

Optimizing an expensive-to-query function is a common task in science and engineering, where it is beneficial to keep the number of queries to a minimum. A popular strategy is Bayesian optimization (BO), which leverages probabilistic models…

Machine Learning · Computer Science 2019-07-05 Willie Neiswanger , Kirthevasan Kandasamy , Barnabas Poczos , Jeff Schneider , Eric Xing

Bayesian optimization (BO) is a powerful paradigm for efficient optimization of black-box objective functions. High-dimensional BO presents a particular challenge, in part because the curse of dimensionality makes it difficult to define --…

Machine Learning · Computer Science 2021-06-11 David Eriksson , Martin Jankowiak