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Optimizing expensive-to-evaluate black-box functions of discrete (and potentially continuous) design parameters is a ubiquitous problem in scientific and engineering applications. Bayesian optimization (BO) is a popular, sample-efficient…

Machine Learning · Computer Science 2022-10-20 Samuel Daulton , Xingchen Wan , David Eriksson , Maximilian Balandat , Michael A. Osborne , Eytan Bakshy

Recurrent neural networks (RNNs) are a powerful approach for time series prediction. However, their performance is strongly affected by their architecture and hyperparameter settings. The architecture optimization of RNNs is a…

Machine Learning · Computer Science 2021-04-26 Andrés Camero , Hao Wang , Enrique Alba , Thomas Bäck

Bayesian optimization (BO) has for sequential optimization of expensive black-box functions demonstrated practicality and effectiveness in many real-world settings. Meta-Bayesian optimization (meta-BO) focuses on improving the sample…

In this paper, we address the problem of \emph{cost-sensitive} hyperparameter optimization (HPO) built upon freeze-thaw Bayesian optimization (BO). Specifically, we assume a scenario where users want to early-stop the HPO process when the…

Machine Learning · Computer Science 2025-10-27 Dong Bok Lee , Aoxuan Silvia Zhang , Byungjoo Kim , Junhyeon Park , Steven Adriaensen , Juho Lee , Sung Ju Hwang , Hae Beom Lee

We introduce a method combining variational autoencoders (VAEs) and deep metric learning to perform Bayesian optimisation (BO) over high-dimensional and structured input spaces. By adapting ideas from deep metric learning, we use label…

Machine Learning algorithms, such as Boosted Decisions Trees and Deep Neural Network, are widely used in High-Energy-Physics. The aim of this study is to apply Bayesian Optimization to tune the hyperparameters used in a machine learning…

Data Analysis, Statistics and Probability · Physics 2019-11-12 Oriel Kiss

Bayesian Optimization (BO) machine learning method is increasingly used to guide experimental optimization tasks in materials science. To emulate the large number of input variables and noise-containing results in experimental materials…

This research delves into optimizing mechanism design, with an emphasis on the energy efficiency and the expansive design possibilities of reciprocating mechanisms. It investigates how to efficiently integrate Computer-Aided Design (CAD)…

Systems and Control · Electrical Eng. & Systems 2024-03-14 Abdelmajid Ben Yahya , Santiago Ramos Garces , Nick Van Oosterwyck , Annie Cuyt , Stijn Derammelaere

The PC algorithm is a popular method for learning the structure of Gaussian Bayesian networks. It carries out statistical tests to determine absent edges in the network. It is hence governed by two parameters: (i) The type of test, and (ii)…

Bayesian optimization (BO) is widely used to optimize expensive-to-evaluate black-box functions.BO first builds a surrogate model to represent the objective function and assesses its uncertainty. It then decides where to sample by…

Machine Learning · Computer Science 2024-01-25 Jiayu Zhao , Renyu Yang , Shenghao Qiu , Zheng Wang

Bayesian optimization (BO) has contributed greatly to improving model performance by suggesting promising hyperparameter configurations iteratively based on observations from multiple training trials. However, only partial knowledge (i.e.,…

Computer Vision and Pattern Recognition · Computer Science 2023-08-29 HyunJae Lee , Heon Song , Hyeonsoo Lee , Gi-hyeon Lee , Suyeong Park , Donggeun Yoo

We develop a computational approach that significantly improves the efficiency of Bayesian optimal experimental design (BOED) using local radial basis functions (RBFs). The presented RBF--BOED method uses the intrinsic ability of RBFs to…

Computational Physics · Physics 2025-05-20 Tianyi Chu , Jonathan B. Estrada , Spencer H. Bryngelson

Because of its sample efficiency, Bayesian optimization (BO) has become a popular approach dealing with expensive black-box optimization problems, such as hyperparameter optimization (HPO). Recent empirical experiments showed that the loss…

Machine Learning · Computer Science 2021-11-11 Difan Deng , Marius Lindauer

We introduce an efficient and robust auto-tuning framework for hyperparameter selection in dimension reduction (DR) algorithms, focusing on large-scale datasets and arbitrary performance metrics. By leveraging Bayesian optimization (BO)…

Machine Learning · Statistics 2023-06-02 Yin-Ting Liao , Hengrui Luo , Anna Ma

Automatic controller tuning is attractive for robotics and mechatronic systems whose dynamics are difficult to model accurately, but direct black-box optimization can be unsafe because each query is executed on the physical plant. Existing…

Robotics · Computer Science 2026-05-15 Hongxuan Wang , Xiaocong Li , Lihao Zheng , Adrish Bhaumik , Prahlad Vadakkepat

Bayesian Optimization (BO) for the minimization of expensive functions of continuous variables uses all the knowledge acquired from previous samples (${\boldsymbol x}_i$ and $f({\boldsymbol x}_i)$ values) to build a surrogate model based on…

Numerical Analysis · Mathematics 2025-05-15 Roberto Battiti , Mauro Brunato

Bayesian optimization (BO) is a popular method to optimize costly black-box functions. While traditional BO optimizes each new target task from scratch, meta-learning has emerged as a way to leverage knowledge from related tasks to optimize…

Machine Learning · Computer Science 2024-07-01 Jiarong Pan , Stefan Falkner , Felix Berkenkamp , Joaquin Vanschoren

We propose an adaptive optimisation approach for tuning stochastic model predictive control (MPC) hyper-parameters while jointly estimating probability distributions of the transition model parameters based on performance rewards. In…

Robotics · Computer Science 2022-06-02 Rel Guzman , Rafael Oliveira , Fabio Ramos

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…

Machine Learning · Computer Science 2022-06-22 Arun Verma , Zhongxiang Dai , Bryan Kian Hsiang Low

Despite the recent success of Bayesian optimization (BO) in a variety of applications where sample efficiency is imperative, its performance may be seriously compromised in settings characterized by high-dimensional parameter spaces. A…

Machine Learning · Computer Science 2020-11-26 Noémie Jaquier , Leonel Rozo
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