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Both experimental and computational methods for the exploration of structure, functionality, and properties of materials often necessitate the search across broad parameter spaces to discover optimal experimental conditions and regions of…

Computational Physics · Physics 2021-08-31 Maxim Ziatdinov , Ayana Ghosh , Sergei V. Kalinin

Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this…

Machine Learning · Statistics 2014-03-25 Michael A. Gelbart , Jasper Snoek , Ryan P. Adams

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic…

Machine Learning · Statistics 2018-07-10 Peter I. Frazier

This paper proposes a new randomized strategy for adaptive MCMC using Bayesian optimization. This approach applies to non-differentiable objective functions and trades off exploration and exploitation to reduce the number of potentially…

Computation · Statistics 2011-11-01 Nimalan Mahendran , Ziyu Wang , Firas Hamze , Nando de Freitas

Bayesian optimization has emerged as a highly effective tool for the safe online optimization of systems, due to its high sample efficiency and noise robustness. To further enhance its efficiency, reduced physical models of the system can…

Machine Learning · Computer Science 2024-06-18 Jannis O. Lübsen , Christian Hespe , Annika Eichler

Deep learning techniques play an increasingly important role in industrial and research environments due to their outstanding results. However, the large number of hyper-parameters to be set may lead to errors if they are set manually. The…

Machine Learning · Computer Science 2020-06-04 Michele Fraccaroli , Evelina Lamma , Fabrizio Riguzzi

We address the problem of Bayesian reinforcement learning using efficient model-based online planning. We propose an optimism-free Bayes-adaptive algorithm to induce deeper and sparser exploration with a theoretical bound on its performance…

Machine Learning · Computer Science 2020-06-30 Divya Grover , Debabrota Basu , Christos Dimitrakakis

We introduce a unified framework for contextual and causal Bayesian optimisation, which aims to design intervention policies maximising the expectation of a target variable. Our approach leverages both observed contextual information and…

Machine Learning · Computer Science 2026-02-04 Vahan Arsenyan , Antoine Grosnit , Haitham Bou-Ammar , Arnak Dalalyan

The tuning of hyperparameters becomes increasingly important as machine learning (ML) models have been extensively applied in data mining applications. Among various approaches, Bayesian optimization (BO) is a successful methodology to tune…

Machine Learning · Computer Science 2022-06-07 Yang Li , Yu Shen , Huaijun Jiang , Tianyi Bai , Wentao Zhang , Ce Zhang , Bin Cui

Reinforcement learning in sparse-reward navigation environments with expensive and limited interactions is challenging and poses a need for effective exploration. Motivated by complex navigation tasks that require real-world training (when…

Optimization and Control · Mathematics 2023-10-13 Yijia Wang , Matthias Poloczek , Daniel R. Jiang

We present the first general purpose framework for marginal maximum a posteriori estimation of probabilistic program variables. By using a series of code transformations, the evidence of any probabilistic program, and therefore of any…

Machine Learning · Statistics 2017-07-17 Tom Rainforth , Tuan Anh Le , Jan-Willem van de Meent , Michael A. Osborne , Frank Wood

We use the PAC-Bayesian theory for the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-Bayesian bounds) and explicit…

Machine Learning · Computer Science 2025-02-26 Michael Sucker , Jalal Fadili , Peter Ochs

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

Optimization strategies driven by machine learning, such as Bayesian optimization, are being explored across experimental sciences as an efficient alternative to traditional design of experiment. When combined with automated laboratory…

Optimization and Control · Mathematics 2022-10-18 Riley J. Hickman , Matteo Aldeghi , Florian Häse , Alán Aspuru-Guzik

Controller tuning and parameter optimization are crucial in system design to improve closed-loop system performance. Bayesian optimization has been established as an efficient model-free controller tuning and adaptation method. However,…

Systems and Control · Electrical Eng. & Systems 2024-04-24 Christopher König , Raamadaas Krishnadas , Efe C. Balta , Alisa Rupenyan

Design optimisation offers the potential to develop lightweight aircraft structures with reduced environmental impact. Due to the high number of design variables and constraints, these challenges are typically addressed using gradient-based…

Computational Engineering, Finance, and Science · Computer Science 2025-08-04 Hauke F. Maathuis , Roeland De Breuker , Saullo G. P. Castro

Bayesian optimization is a sample-efficient approach to global optimization that relies on theoretically motivated value heuristics (acquisition functions) to guide its search process. Fully maximizing acquisition functions produces the…

Machine Learning · Statistics 2018-12-04 James T. Wilson , Frank Hutter , Marc Peter Deisenroth

Scaling Bayesian optimization to high dimensions is challenging task as the global optimization of high-dimensional acquisition function can be expensive and often infeasible. Existing methods depend either on limited active variables or…

Machine Learning · Statistics 2018-02-16 Cheng Li , Sunil Gupta , Santu Rana , Vu Nguyen , Svetha Venkatesh , Alistair Shilton

At present, high-dimensional global optimization problems with time-series models have received much attention from engineering fields. Since it was proposed, Bayesian optimization has quickly become a popular and promising approach for…

Machine Learning · Computer Science 2021-08-06 Yuyang Chen , Kaiming Bi , Chih-Hang J. Wu , David Ben-Arieh , Ashesh Sinha

When applying Machine Learning techniques to problems, one must select model parameters to ensure that the system converges but also does not become stuck at the objective function's local minimum. Tuning these parameters becomes a…

Machine Learning · Statistics 2017-11-16 Lawrence Stewart , Mark Stalzer