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Black box optimization (BBO) focuses on optimizing unknown functions in high-dimensional spaces. In many applications, sampling the unknown function is expensive, imposing a tight sample budget. Ongoing work is making progress on reducing…

Machine Learning · Computer Science 2025-07-29 Rajalaxmi Rajagopalan , Yu-Lin Wei , Romit Roy Choudhury

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

One of the most tedious tasks in the application of machine learning is model selection, i.e. hyperparameter selection. Fortunately, recent progress has been made in the automation of this process, through the use of sequential model-based…

Machine Learning · Computer Science 2014-02-05 Alexandre Lacoste , Hugo Larochelle , François Laviolette , Mario Marchand

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

Although a large number of optimization algorithms have been proposed for black box optimization problems, the no free lunch theorems inform us that no algorithm can beat others on all types of problems. Different types of optimization…

Neural and Evolutionary Computing · Computer Science 2020-01-07 Yaodong He , Shiu Yin Yuen

Bayesian Optimization (BO) is a method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…

Machine Learning · Computer Science 2024-02-13 Yihang Shen , Carl Kingsford

We introduce a sequential learning algorithm to address a robust controller tuning problem, which in effect, finds (with high probability) a candidate solution satisfying the internal performance constraint to a chance-constrained program…

Optimization and Control · Mathematics 2021-10-19 Robert Chin , Chris Manzie , Iman Shames , Dragan Nešić , Jonathan E. Rowe

Bayesian Optimization (BO) is a well-established method for addressing black-box optimization problems. In many real-world scenarios, optimization often involves multiple functions, emphasizing the importance of leveraging data and learned…

Machine Learning · Computer Science 2025-03-11 Khoa Nguyen , Viet Huynh , Binh Tran , Tri Pham , Tin Huynh , Thin Nguyen

The selection of the most appropriate algorithm to solve a given problem instance, known as algorithm selection, is driven by the potential to capitalize on the complementary performance of different algorithms across sets of problem…

Machine Learning · Computer Science 2024-06-12 Gjorgjina Cenikj , Ana Nikolikj , Gašper Petelin , Niki van Stein , Carola Doerr , Tome Eftimov

The performance of Bayesian optimization (BO), a highly sample-efficient method for expensive black-box problems, is critically governed by the selection of its hyperparameters, including the kernel and acquisition functions. This presents…

Machine Learning · Computer Science 2026-05-25 Joon-Hyun Park , Mujin Cheon , Jeongsu Wi , Dong-Yeun Koh

Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to…

Machine Learning · Computer Science 2023-05-04 Natalie Maus , Kaiwen Wu , David Eriksson , Jacob Gardner

Bayesian optimization (BO) is a powerful technology for optimizing noisy expensive-to-evaluate black-box functions, with a broad range of real-world applications in science, engineering, economics, manufacturing, and beyond. In this paper,…

Machine Learning · Computer Science 2024-01-30 Joel A. Paulson , Calvin Tsay

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box functions. However, in settings with very few function evaluations, a successful application of BO may require transferring information from…

Machine Learning · Computer Science 2024-09-10 Aryan Deshwal , Sait Cakmak , Yuhou Xia , David Eriksson

Clinical prognostic models derived from largescale healthcare data can inform critical diagnostic and therapeutic decisions. To enable off-theshelf usage of machine learning (ML) in prognostic research, we developed AUTOPROGNOSIS: a system…

Machine Learning · Computer Science 2018-02-21 Ahmed M. Alaa , Mihaela van der Schaar

Purpose: Machine learning is broadly used for clinical data analysis. Before training a model, a machine learning algorithm must be selected. Also, the values of one or more model parameters termed hyper-parameters must be set. Selecting…

Machine Learning · Computer Science 2018-12-10 Xueqiang Zeng , Gang Luo

A prompt is a sequence of symbol or tokens, selected from a vocabulary according to some rule, which is prepended/concatenated to a textual query. A key problem is how to select the sequence of tokens: in this paper we formulate it as a…

Machine Learning · Computer Science 2023-12-04 Antonio Sabbatella , Andrea Ponti , Antonio Candelieri , Ilaria Giordani , Francesco Archetti

Automated driving systems (ADS) have undergone a significant improvement in the last years. ADS and more precisely self-driving cars technologies will change the way we perceive and know the world of transportation systems in terms of user…

Machine Learning · Computer Science 2021-10-27 Alessandro Riboni , Nicolò Ghioldi , Antonio Candelieri , Matteo Borrotti

Selecting the optimal combination of a machine learning (ML) algorithm and its hyper-parameters is crucial for the development of high-performance ML systems. However, since the combination of ML algorithms and hyper-parameters is enormous,…

Machine Learning · Computer Science 2025-02-14 Kazuki Ishikawa , Ryota Ozaki , Yohei Kanzaki , Ichiro Takeuchi , Masayuki Karasuyama

Optimizing discrete black-box functions is key in several domains, e.g. protein engineering and drug design. Due to the lack of gradient information and the need for sample efficiency, Bayesian optimization is an ideal candidate for these…

We propose to use Bayesian optimization (BO) to improve the efficiency of the design selection process in clinical trials. BO is a method to optimize expensive black-box functions, by using a regression as a surrogate to guide the search.…

Methodology · Statistics 2021-05-20 Jakob Richter , Tim Friede , Jörg Rahnenführer