Related papers: MUMBO: MUlti-task Max-value Bayesian Optimization

In decision-making problems, the outcome of an intervention often depends on the causal relationships between system components and is highly costly to evaluate. In such settings, causal Bayesian optimization (CBO) can exploit the causal…

Large Language Models (LLMs) have enabled self-improving AI systems that iteratively generate, evaluate, and refine their outcomes. Recent studies show that prompt-optimization-based self-improvement can outperform state-of-the-art…

In this paper, we address the problem of \emph{cost-sensitive} hyperparameter optimization (HPO) built upon freeze-thaw Bayesian optimization (BO). Specifically, we assume a scenario where users want to early-stop the HPO process when the…

Bayesian optimization is a class of data efficient model based algorithms typically focused on global optimization. We consider the more general case where a user is faced with multiple problems that each need to be optimized conditional on…

Learning to move is a primary goal for animals and robots, where ensuring safety is often important when optimizing control policies on the embodied systems. For complex tasks such as the control of human or humanoid control, the…

Expensive multi-objective optimization problems can be found in many real-world applications, where their objective function evaluations involve expensive computations or physical experiments. It is desirable to obtain an approximate Pareto…

Information-theoretic Bayesian optimisation techniques have demonstrated state-of-the-art performance in tackling important global optimisation problems. However, current information-theoretic approaches require many approximations in…

Global optimisation to optimise expensive-to-evaluate black-box functions without gradient information. Bayesian optimisation, one of the most well-known techniques, typically employs Gaussian processes as surrogate models, leveraging their…

Design optimization under uncertainty is notoriously difficult when the objective function is expensive to evaluate. State-of-the-art techniques, e.g, stochastic optimization or sampling average approximation, fail to learn exploitable…

We leverage multilevel Monte Carlo (MLMC) to improve the performance of multi-step look-ahead Bayesian optimization (BO) methods that involve nested expectations and maximizations. Often these expectations must be computed by Monte Carlo…

Multi-objective optimization aims to solve problems with competing objectives. Evaluating such problems is often slow or expensive, limiting the budget of evaluations. In many applications, historical data from related optimization tasks is…

Expensive multi-objective optimization is a prevalent and crucial concern in many real-world scenarios, where sample-efficiency is vital due to the limited evaluations to recover the true Pareto front for decision making. Existing works…

In this paper, we propose a quantum algorithm that supports a real-valued higher-order unconstrained binary optimization (HUBO) problem. This algorithm is based on the Grover adaptive search that originally supported HUBO with integer…

Recent advances have extended the scope of Bayesian optimization (BO) to expensive-to-evaluate black-box functions with dozens of dimensions, aspiring to unlock impactful applications, for example, in the life sciences, neural architecture…

Optimization of high-dimensional black-box functions is an extremely challenging problem. While Bayesian optimization has emerged as a popular approach for optimizing black-box functions, its applicability has been limited to…

We consider the problem of robust optimization within the well-established Bayesian optimization (BO) framework. While BO is intrinsically robust to noisy evaluations of the objective function, standard approaches do not consider the case…

Entropy Search (ES) and Predictive Entropy Search (PES) are popular and empirically successful Bayesian Optimization techniques. Both rely on a compelling information-theoretic motivation, and maximize the information gained about the…

Bayesian optimization (BO) has emerged during the last few years as an effective approach to optimizing black-box functions where direct queries of the objective are expensive. In this paper we consider the case where direct access to the…

Bayesian optimization (BO) is widely used to optimize expensive-to-evaluate black-box functions.BO first builds a surrogate model to represent the objective function and assesses its uncertainty. It then decides where to sample by…

Bayesian optimization (BO) is a prominent approach to optimizing expensive-to-evaluate black-box functions. The massive computational capability of edge devices such as mobile phones, coupled with privacy concerns, has led to a surging…