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Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…

Machine Learning · Computer Science 2025-12-22 Xietao Wang Lin , Juan Ungredda , Max Butler , James Town , Alma Rahat , Hemant Singh , Juergen Branke

The increasing availability of graph-structured data motivates the task of optimising over functions defined on the node set of graphs. Traditional graph search algorithms can be applied in this case, but they may be sample-inefficient and…

Machine Learning · Computer Science 2023-10-31 Xingchen Wan , Pierre Osselin , Henry Kenlay , Binxin Ru , Michael A. Osborne , Xiaowen Dong

Learning from small data sets is critical in many practical applications where data collection is time consuming or expensive, e.g., robotics, animal experiments or drug design. Meta learning is one way to increase the data efficiency of…

Machine Learning · Statistics 2018-07-10 Steindór Sæmundsson , Katja Hofmann , Marc Peter Deisenroth

A crucial challenge in reinforcement learning is to reduce the number of interactions with the environment that an agent requires to master a given task. Transfer learning proposes to address this issue by re-using knowledge from previously…

Machine Learning · Computer Science 2023-04-28 Remo Sasso , Matthia Sabatelli , Marco A. Wiering

Memory-based meta-learning is a powerful technique to build agents that adapt fast to any task within a target distribution. A previous theoretical study has argued that this remarkable performance is because the meta-training protocol…

Artificial Intelligence · Computer Science 2020-10-23 Vladimir Mikulik , Grégoire Delétang , Tom McGrath , Tim Genewein , Miljan Martic , Shane Legg , Pedro A. Ortega

In this report we review memory-based meta-learning as a tool for building sample-efficient strategies that learn from past experience to adapt to any task within a target class. Our goal is to equip the reader with the conceptual…

We propose a novel, theoretically-grounded, acquisition function for Batch Bayesian optimization informed by insights from distributionally ambiguous optimization. Our acquisition function is a lower bound on the well-known Expected…

Machine Learning · Statistics 2018-04-17 Nikitas Rontsis , Michael A. Osborne , Paul J. Goulart

We propose an algorithm for Bayesian functional optimisation - that is, finding the function to optimise a process - guided by experimenter beliefs and intuitions regarding the expected characteristics (length-scale, smoothness, cyclicity…

Machine Learning · Computer Science 2020-09-09 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh

Optimal resource allocation in modern communication networks calls for the optimization of objective functions that are only accessible via costly separate evaluations for each candidate solution. The conventional approach carries out the…

Signal Processing · Electrical Eng. & Systems 2023-05-22 Yunchuan Zhang , Osvaldo Simeone , Sharu Theresa Jose , Lorenzo Maggi , Alvaro Valcarce

Bayesian optimization is a sample-efficient method for finding a global optimum of an expensive-to-evaluate black-box function. A global solution is found by accumulating a pair of query point and its function value, repeating these two…

Machine Learning · Statistics 2020-06-17 Jungtaek Kim , Seungjin Choi

Bayesian optimization is a methodology to optimize black-box functions. Traditionally, it focuses on the setting where you can arbitrarily query the search space. However, many real-life problems do not offer this flexibility; in…

Humans are highly effective at utilizing prior knowledge to adapt to novel tasks, a capability that standard machine learning models struggle to replicate due to their reliance on task-specific training. Meta-learning overcomes this…

Artificial Intelligence · Computer Science 2026-05-07 Björn Hoppmann , Christoph Scholz

Modern machine learning requires system designers to specify aspects of the learning pipeline, such as losses, architectures, and optimizers. Meta-learning, or learning-to-learn, instead aims to learn those aspects, and promises to unlock…

Machine Learning · Computer Science 2024-01-10 Louis Kirsch , James Harrison , Jascha Sohl-Dickstein , Luke Metz

Domain similarity measures can be used to gauge adaptability and select suitable data for transfer learning, but existing approaches define ad hoc measures that are deemed suitable for respective tasks. Inspired by work on curriculum…

Computation and Language · Computer Science 2017-07-18 Sebastian Ruder , Barbara Plank

One of the main challenges in real-world reinforcement learning is to learn successfully from limited training samples. We show that in certain settings, the available data can be dramatically increased through a form of multi-task…

Machine Learning · Computer Science 2021-02-19 Desmond Cai , Shiau Hong Lim , Laura Wynter

When fitting Bayesian machine learning models on scarce data, the main challenge is to obtain suitable prior knowledge and encode it into the model. Recent advances in meta-learning offer powerful methods for extracting such prior knowledge…

Machine Learning · Statistics 2020-02-17 Vincent Fortuin , Heiko Strathmann , Gunnar Rätsch

A key problem in the theory of meta-learning is to understand how the task distributions influence transfer risk, the expected error of a meta-learner on a new task drawn from the unknown task distribution. In this paper, focusing on fixed…

Machine Learning · Statistics 2021-06-15 Mikhail Konobeev , Ilja Kuzborskij , Csaba Szepesvári

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…

Machine Learning · Computer Science 2015-03-05 John-Alexander M. Assael , Ziyu Wang , Bobak Shahriari , Nando de Freitas

Meta-reinforcement learning algorithms can enable robots to acquire new skills much more quickly, by leveraging prior experience to learn how to learn. However, much of the current research on meta-reinforcement learning focuses on task…

Bayesian optimization (BO) has become a popular strategy for global optimization of many expensive real-world functions. Contrary to a common belief that BO is suited to optimizing black-box functions, it actually requires domain knowledge…

Machine Learning · Computer Science 2022-07-08 Zi Wang , George E. Dahl , Kevin Swersky , Chansoo Lee , Zelda Mariet , Zachary Nado , Justin Gilmer , Jasper Snoek , Zoubin Ghahramani