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Expected improvement (EI) is one of the most widely used acquisition functions in Bayesian optimization (BO). Despite its proven success in applications for decades, important open questions remain on the theoretical convergence behaviors…

Machine Learning · Statistics 2025-02-13 Jingyi Wang , Haowei Wang , Nai-Yuan Chiang , Cosmin G. Petra

Realizing high-throughput aberration-corrected Scanning Transmission Electron Microscopy (STEM) exploration of atomic structures requires rapid tuning of multipole probe correctors while compensating for the inevitable drift of the optical…

Machine Learning · Computer Science 2026-01-28 Utkarsh Pratiush , Austin Houston , Richard Liu , Gerd Duscher , Sergei Kalinin

Bayesian optimization (BO) has become popular for sequential optimization of black-box functions. When BO is used to optimize a target function, we often have access to previous evaluations of potentially related functions. This begs the…

Machine Learning · Computer Science 2022-06-17 Zhongxiang Dai , Yizhou Chen , Haibin Yu , Bryan Kian Hsiang Low , Patrick Jaillet

Bayesian Optimization (BO) links Gaussian Process (GP) surrogates with sequential design toward optimizing expensive-to-evaluate black-box functions. Example design heuristics, or so-called acquisition functions, like expected improvement…

Machine Learning · Computer Science 2023-08-16 Ryan B. Christianson , Robert B. Gramacy

Our proposal is on a new stochastic optimizer for non-convex and possibly non-smooth objective functions typically defined over large dimensional design spaces. Towards this, we have tried to bridge noise-assisted global search and faster…

Machine Learning · Computer Science 2025-03-03 Uttam Suman , Mariya Mamajiwala , Mukul Saxena , Ankit Tyagi , Debasish Roy

Bayesian optimal experimental design has immense potential to inform the collection of data so as to subsequently enhance our understanding of a variety of processes. However, a major impediment is the difficulty in evaluating optimal…

Computation · Statistics 2018-03-14 David J. Price , Nigel G. Bean , Joshua V. Ross , Jonathan Tuke

Bayesian optimization (BO) based on Gaussian process models is a powerful paradigm to optimize black-box functions that are expensive to evaluate. While several BO algorithms provably converge to the global optimum of the unknown function,…

Machine Learning · Statistics 2019-04-03 Felix Berkenkamp , Angela P. Schoellig , Andreas Krause

Bayesian optimization is widely used for hyperparameter optimization when model evaluations are expensive; however, noisy acquisition estimates can lead to unstable decisions. We identify acquisition estimation noise as a failure mode that…

Machine Learning · Computer Science 2026-05-08 Maresa Schröder , Pascal Janetzky , Michael Klar , Stefan Feuerriegel

Bayesian Optimisation (BO) methods seek to find global optima of objective functions which are only available as a black-box or are expensive to evaluate. Such methods construct a surrogate model for the objective function, quantifying the…

Machine Learning · Statistics 2023-01-10 Enrico Crovini , Simon L. Cotter , Konstantinos Zygalakis , Andrew B. Duncan

We consider adversarial training of deep neural networks through the lens of Bayesian learning, and present a principled framework for adversarial training of Bayesian Neural Networks (BNNs) with certifiable guarantees. We rely on…

Machine Learning · Computer Science 2021-02-24 Matthew Wicker , Luca Laurenti , Andrea Patane , Zhoutong Chen , Zheng Zhang , Marta Kwiatkowska

This work deals with the solution of a non-convex optimization problem to enhance the performance of an energy harvesting device, which involves a nonlinear objective function and a discontinuous constraint. This optimization problem, which…

Computational Engineering, Finance, and Science · Computer Science 2021-05-31 Americo Cunha

Numerous Bayesian Network (BN) structure learning algorithms have been proposed in the literature over the past few decades. Each publication makes an empirical or theoretical case for the algorithm proposed in that publication and results…

Machine Learning · Computer Science 2020-09-14 Anthony C. Constantinou , Yang Liu , Kiattikun Chobtham , Zhigao Guo , Neville K. Kitson

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points…

Machine Learning · Computer Science 2022-10-25 Rafael Oliveira , Louis Tiao , Fabio Ramos

In this report paper we first present a report of the Advanced Machine Learning Course Project on the provided data set and then present a novel heuristic algorithm for exact Bayesian network (BN) structure discovery that uses decomposable…

Artificial Intelligence · Computer Science 2014-11-26 Amir Arsalan Soltani

Bayesian optimization (BO) has proven to be an effective paradigm for the global optimization of expensive-to-sample systems. One of the main advantages of BO is its use of Gaussian processes (GPs) to characterize model uncertainty which…

Machine Learning · Statistics 2023-11-30 Leonardo D. González , Victor M. Zavala

Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO…

Machine Learning · Statistics 2019-09-30 Valerio Perrone , Huibin Shen , Matthias Seeger , Cedric Archambeau , Rodolphe Jenatton

Bayesian optimization (BO) is one of the most powerful strategies to solve computationally expensive-to-evaluate blackbox optimization problems. However, BO methods are conventionally used for optimization problems of small dimension…

Optimization and Control · Mathematics 2025-02-10 Rémy Priem , Youssef Diouane , Nathalie Bartoli , Sylvain Dubreuil , Paul Saves

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

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

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq