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Bayesian optimization is a technique for efficiently optimizing unknown functions in a black-box manner. To handle practical settings where gathering data requires use of finite resources, it is desirable to explicitly incorporate function…

Machine Learning · Computer Science 2025-01-17 Qian Xie , Raul Astudillo , Peter I. Frazier , Ziv Scully , Alexander Terenin

Parameter settings profoundly impact the performance of machine learning algorithms and laboratory experiments. The classical grid search or trial-error methods are exponentially expensive in large parameter spaces, and Bayesian…

Machine Learning · Computer Science 2017-04-18 Vu Nguyen , Santu Rana , Sunil Gupta , Cheng Li , Svetha Venkatesh

Autonomous methods to align beamlines can decrease the amount of time spent on diagnostics, and also uncover better global optima leading to better beam quality. The alignment of these beamlines is a high-dimensional, expensive-to-sample…

Bayesian Optimization (BO) is a popular approach to optimizing expensive-to-evaluate black-box functions. Despite the success of BO, its performance may decrease exponentially as the dimensionality increases. A common framework to tackle…

Machine Learning · Computer Science 2024-12-24 Quoc-Anh Hoang Nguyen , The Hung Tran

Optimizing objectives under constraints, where both the objectives and constraints are black box functions, is a common scenario in real-world applications such as scientific experimental design, design of medical therapies, and industrial…

Machine Learning · Computer Science 2023-10-16 Fengxue Zhang , Zejie Zhu , Yuxin Chen

Bayesian optimization is a class of global optimization techniques. In Bayesian optimization, the underlying objective function is modeled as a realization of a Gaussian process. Although the Gaussian process assumption implies a random…

Statistics Theory · Mathematics 2023-05-08 Rui Tuo , Wenjia Wang

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

Bayesian optimization is normally performed within fixed variable bounds. In cases like hyperparameter tuning for machine learning algorithms, setting the variable bounds is not trivial. It is hard to guarantee that any fixed bounds will…

Optimization and Control · Mathematics 2020-01-15 Wei Chen , Mark Fuge

Optimization of problems with high computational power demands is a challenging task. A probabilistic approach to such optimization called Bayesian optimization lowers performance demands by solving mathematically simpler model of the…

Machine Learning · Computer Science 2021-01-27 Jakub Klus , Pavel Grunt , Martin Dobrovolný

Bayesian optimization is a technique for optimizing black-box target functions. At the core of Bayesian optimization is a surrogate model that predicts the output of the target function at previously unseen inputs to facilitate the…

Machine Learning · Computer Science 2022-03-04 Felix Jimenez , Matthias Katzfuss

Data-efficient learning algorithms are essential in many practical applications for which data collection is expensive, e.g., for the optimal deployment of wireless systems in unknown propagation scenarios. Meta-learning can address this…

Machine Learning · Computer Science 2022-05-25 Ivana Nikoloska , Osvaldo Simeone

Bayesian optimization offers the possibility of optimizing black-box operations not accessible through traditional techniques. The success of Bayesian optimization methods such as Expected Improvement (EI) are significantly affected by the…

Machine Learning · Statistics 2018-07-04 Dipti Jasrasaria , Edward O. Pyzer-Knapp

Bayesian optimization is a sequential decision making framework for optimizing expensive-to-evaluate black-box functions. Computing a full lookahead policy amounts to solving a highly intractable stochastic dynamic program. Myopic…

Machine Learning · Computer Science 2020-06-30 Shali Jiang , Daniel R. Jiang , Maximilian Balandat , Brian Karrer , Jacob R. Gardner , Roman Garnett

Bayesian optimization (BO) provides a powerful framework for optimizing black-box, expensive-to-evaluate functions. It is therefore an attractive tool for engineering design problems, typically involving multiple objectives. Thanks to the…

Machine Learning · Computer Science 2024-09-06 Navid Ansari , Alireza Javanmardi , Eyke Hüllermeier , Hans-Peter Seidel , Vahid Babaei

Inferring viscoelasticity parameters is a key challenge that often leads to non-unique solutions when fitting rheological data. In this context, we propose a machine learning approach that utilizes Bayesian optimization for parameter…

Soft Condensed Matter · Physics 2025-02-27 Isaac Y. Miranda-Valdez , Tero Mäkinen , Juha Koivisto , Mikko J. Alava

Bayesian optimization has emerged as a strong candidate tool for global optimization of functions with expensive evaluation costs. However, due to the dynamic nature of research in Bayesian approaches, and the evolution of computing…

Applications · Statistics 2018-08-24 Ran Rubin

Estimating the probability of failure is an important step in the certification of safety-critical systems. Efficient estimation methods are often needed due to the challenges posed by high-dimensional input spaces, risky test scenarios,…

Machine Learning · Computer Science 2024-07-02 Robert J. Moss , Mykel J. Kochenderfer , Maxime Gariel , Arthur Dubois

Bayesian optimization (BO) is a class of sample-efficient global optimization methods, where a probabilistic model conditioned on previous observations is used to determine future evaluations via the optimization of an acquisition function.…

Machine Learning · Computer Science 2020-06-22 Eric Hans Lee , David Eriksson , Bolong Cheng , Michael McCourt , David Bindel

In Bayesian optimization (BO) for expensive black-box optimization tasks, acquisition function (AF) guides sequential sampling and plays a pivotal role for efficient convergence to better optima. Prevailing AFs usually rely on artificial…

Machine Learning · Computer Science 2022-10-04 Zijing Liu , Xiyao Qu , Xuejun Liu , Hongqiang Lyu

Controller tuning is a labor-intensive process that requires human intervention and expert knowledge. Bayesian optimization has been applied successfully in different fields to automate this process. However, when tuning on hardware, such…

Systems and Control · Electrical Eng. & Systems 2025-03-12 Johanna Menn , Pietro Pelizzari , Michael Fleps-Dezasse , Sebastian Trimpe