Related papers: Causal Bayesian Optimization
Most research in Bayesian optimization (BO) has focused on \emph{direct feedback} scenarios, where one has access to exact values of some expensive-to-evaluate objective. This direction has been mainly driven by the use of BO in machine…
Contextual Bayesian optimization (CBO) is a powerful framework for sequential decision-making given side information, with important applications, e.g., in wind energy systems. In this setting, the learner receives context (e.g., weather…
In this paper, we study the conditional stochastic optimization (CSO) problem which covers a variety of applications including portfolio selection, reinforcement learning, robust learning, causal inference, etc. The sample-averaged gradient…
This study investigates the application of Bayesian Optimization (BO) for the hyperparameter tuning of neural networks, specifically targeting the enhancement of Convolutional Neural Networks (CNN) for image classification tasks. Bayesian…
This paper proposes the incremental Bayesian optimization algorithm (iBOA), which modifies standard BOA by removing the population of solutions and using incremental updates of the Bayesian network. iBOA is shown to be able to learn and…
We present GO-CBED, a goal-oriented Bayesian framework for sequential causal experimental design. Unlike conventional approaches that select interventions aimed at inferring the full causal model, GO-CBED directly maximizes the expected…
Efficient optimisation of black-box problems that comprise both continuous and categorical inputs is important, yet poses significant challenges. We propose a new approach, Continuous and Categorical Bayesian Optimisation (CoCaBO), which…
Bayesian optimization is a sequential method for minimizing objective functions that are expensive to evaluate and about which few assumptions can be made. By using all gathered data to train a Gaussian process model for the function and…
This paper introduces the BOW Planner, a scalable motion planning algorithm designed to navigate robots through complex environments using constrained Bayesian optimization (CBO). Unlike traditional methods, which often struggle with…
Bayesian optimization is a powerful optimization tool for problems where native first-order derivatives are unavailable. Recently, constrained Bayesian optimization (CBO) has been applied to many engineering applications where constraints…
Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…
It is commonly believed that Bayesian optimization (BO) algorithms are highly efficient for optimizing numerically costly functions. However, BO is not often compared to widely different alternatives, and is mostly tested on narrow sets of…
In this paper, we deal with batch Bayesian Optimization (Bayes-Opt) problems over a box and we propose a novel bi-objective optimization (BOO) acquisition strategy to sample points where to evaluate the objective function. The BOO problem…
Automatic Machine Learning (Auto-ML) systems tackle the problem of automating the design of prediction models or pipelines for data science. In this paper, we present Lifelong Bayesian Optimization (LBO), an online, multitask Bayesian…
Bayesian optimization (BO) is a class of global optimization algorithms, suitable for minimizing an expensive objective function in as few function evaluations as possible. While BO budgets are typically given in iterations, this implicitly…
We consider derivative-free black-box global optimization of expensive noisy functions, when most of the randomness in the objective is produced by a few influential scalar random inputs. We present a new Bayesian global optimization…
Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…
Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…
Optimization is becoming increasingly common in scientific and engineering domains. Oftentimes, these problems involve various levels of stochasticity or uncertainty in generating proposed solutions. Therefore, optimization in these…
A Bayesian optimization algorithm for the nurse scheduling problem is presented, which involves choosing a suitable scheduling rule from a set for each nurses assignment. Unlike our previous work that used Gas to implement implicit…