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In this paper, we bridge the gap between hyperparameter optimization and ensemble learning by performing Bayesian optimization of an ensemble with regards to its hyperparameters. Our method consists in building a fixed-size ensemble,…

Machine Learning · Computer Science 2016-05-23 Julien-Charles Lévesque , Christian Gagné , Robert Sabourin

In a standard setting of Bayesian optimization (BO), the objective function evaluation is assumed to be highly expensive. Multi-fidelity Bayesian optimization (MFBO) accelerates BO by incorporating lower fidelity observations available with…

We study the problem of black-box optimization of a noisy function in the presence of low-cost approximations or fidelities, which is motivated by problems like hyper-parameter tuning. In hyper-parameter tuning evaluating the black-box…

Machine Learning · Statistics 2018-10-25 Rajat Sen , Kirthevasan Kandasamy , Sanjay Shakkottai

Bayesian Optimization (BO) is a powerful tool for optimizing expensive black-box objective functions. While extensive research has been conducted on the single-objective optimization problem, the multi-objective optimization problem remains…

Machine Learning · Computer Science 2025-10-27 Lam Ngo , Huong Ha , Jeffrey Chan , Hongyu Zhang

Bayesian optimization is used in many areas of AI for the optimization of black-box processes and has achieved impressive improvements of the state of the art for a lot of applications. It intelligently explores large and complex design…

Materials Science · Physics 2021-08-03 Lars Kotthoff , Hud Wahab , Patrick Johnson

The notion of expense in Bayesian optimisation generally refers to the uniformly expensive cost of function evaluations over the whole search space. However, in some scenarios, the cost of evaluation for black-box objective functions is…

Machine Learning · Computer Science 2019-09-10 Majid Abdolshah , Alistair Shilton , Santu Rana , Sunil Gupta , Svetha Venkatesh

Bayesian optimization (BO) is an effective paradigm for the optimization of expensive-to-sample systems. Standard BO learns the performance of a system $f(x)$ by using a Gaussian Process (GP) model; this treats the system as a black-box and…

Machine Learning · Statistics 2025-01-03 Leonardo D. González , Victor M. Zavala

Bayesian optimization (BO) has gained attention as an efficient algorithm for black-box optimization of expensive-to-evaluate systems, where the BO algorithm iteratively queries the system and suggests new trials based on a probabilistic…

Machine Learning · Computer Science 2026-03-13 Eike Cramer , Luis Kutschat , Oliver Stollenwerk , Joel A. Paulson , Alexander Mitsos

The adoption of high-fidelity models for many-query optimization problems is majorly limited by the significant computational cost required for their evaluation at every query. Multifidelity Bayesian methods (MFBO) allow to include costly…

Machine Learning · Computer Science 2024-07-08 Francesco Di Fiore , Laura Mainini

Bayesian optimization is an effective method for optimizing expensive-to-evaluate black-box functions. High-dimensional problems are particularly challenging as the surrogate model of the objective suffers from the curse of dimensionality,…

Machine Learning · Computer Science 2023-10-06 Erik Orm Hellsten , Carl Hvarfner , Leonard Papenmeier , Luigi Nardi

Hyperparameter optimization (HPO) and neural architecture search (NAS) are powerful in attaining state-of-the-art machine learning models, with Bayesian optimization (BO) standing out as a mainstream method. Extending BO into the…

Machine Learning · Computer Science 2024-09-04 Jiantong Jiang , Ajmal Mian

Batch Bayesian optimisation (BO) has been successfully applied to hyperparameter tuning using parallel computing, but it is wasteful of resources: workers that complete jobs ahead of others are left idle. We address this problem by…

Machine Learning · Statistics 2019-05-29 Ahsan S. Alvi , Binxin Ru , Jan Calliess , Stephen J. Roberts , Michael A. Osborne

Bayesian optimization is a powerful global optimization technique for expensive black-box functions. One of its shortcomings is that it requires auxiliary optimization of an acquisition function at each iteration. This auxiliary…

Machine Learning · Statistics 2014-02-28 Ziyu Wang , Babak Shakibi , Lin Jin , Nando de Freitas

Bayesian optimization is a popular framework for the optimization of black box functions. Multifidelity methods allows to accelerate Bayesian optimization by exploiting low-fidelity representations of expensive objective functions. Popular…

Machine Learning · Computer Science 2024-07-08 Francesco Di Fiore , Laura Mainini

Deep learning models are full of hyperparameters, which are set manually before the learning process can start. To find the best configuration for these hyperparameters in such a high dimensional space, with time-consuming and expensive…

Machine Learning · Computer Science 2021-07-05 Daniel T. Chang

Tuning hyperparameters for machine learning algorithms is a tedious task, one that is typically done manually. To enable automated hyperparameter tuning, recent works have started to use techniques based on Bayesian optimization. However,…

Machine Learning · Computer Science 2020-05-26 Sandeep Singh Sandha , Mohit Aggarwal , Igor Fedorov , Mani Srivastava

Probabilistic programming systems enable users to encode model structure and naturally reason about uncertainties, which can be leveraged towards improved Bayesian optimization (BO) methods. Here we present a probabilistic program embedding…

Artificial Intelligence · Computer Science 2019-02-06 Alexander Lavin

Bayesian optimization works effectively optimizing parameters in black-box problems. However, this method did not work for high-dimensional parameters in limited trials. Parameters can be efficiently explored by nonlinearly embedding them…

Machine Learning · Computer Science 2022-06-14 Shoki Miyagawa , Atsuyoshi Yano , Naoko Sawada , Isamu Ogawa

Bayesian optimization (BO) is a popular black-box function optimization method, which makes sequential decisions based on a Bayesian model, typically a Gaussian process (GP), of the function. To ensure the quality of the model, transfer…

Machine Learning · Computer Science 2024-02-15 Zhou Fan , Xinran Han , Zi Wang

Bayesian optimization (BO) is a sequential optimization strategy that is increasingly employed in a wide range of areas including materials design. In real world applications, acquiring high-fidelity (HF) data through physical experiments…

Machine Learning · Computer Science 2023-09-07 Zahra Zanjani Foumani , Amin Yousefpour , Mehdi Shishehbor , Ramin Bostanabad