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Many real-world problems can be phrased as a multi-objective optimization problem, where the goal is to identify the best set of compromises between the competing objectives. Multi-objective Bayesian optimization (BO) is a sample efficient…

Machine Learning · Computer Science 2022-10-07 Ben Tu , Axel Gandy , Nikolas Kantas , Behrang Shafei

A bilevel optimization problem consists of two optimization problems nested as an upper- and a lower-level problem, in which the optimality of the lower-level problem defines a constraint for the upper-level problem. This paper considers…

Machine Learning · Computer Science 2026-02-27 Takuya Kanayama , Yuki Ito , Tomoyuki Tamura , Masayuki Karasuyama

Testing under what conditions the product satisfies the desired properties is a fundamental problem in manufacturing industry. If the condition and the property are respectively regarded as the input and the output of a black-box function,…

Machine Learning · Statistics 2025-07-30 Yu Inatsu , Masayuki Karasuyama , Keiichi Inoue , Ichiro Takeuchi

Entity Matching (EM) is a core data cleaning task, aiming to identify different mentions of the same real-world entity. Active learning is one way to address the challenge of scarce labeled data in practice, by dynamically collecting the…

Databases · Computer Science 2020-03-31 Venkata Vamsikrishna Meduri , Lucian Popa , Prithviraj Sen , Mohamed Sarwat

Bayesian optimization (BO) is a model-based approach to sequentially optimize expensive black-box functions, such as the validation error of a deep neural network with respect to its hyperparameters. In many real-world scenarios, the…

Machine Learning · Statistics 2019-10-17 Valerio Perrone , Iaroslav Shcherbatyi , Rodolphe Jenatton , Cedric Archambeau , Matthias Seeger

Hard optimisation problems such as Boolean Satisfiability typically have long solving times and can usually be solved by many algorithms, although the performance can vary widely in practice. Research has shown that no single algorithm…

Machine Learning · Computer Science 2019-09-10 Riccardo Volpato , Guangyan Song

The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…

Machine Learning · Computer Science 2021-01-19 Vu Nguyen , Sebastian Schulze , Michael A Osborne

The performance of Bayesian optimization (BO), a highly sample-efficient method for expensive black-box problems, is critically governed by the selection of its hyperparameters, including the kernel and acquisition functions. This presents…

Machine Learning · Computer Science 2026-05-25 Joon-Hyun Park , Mujin Cheon , Jeongsu Wi , Dong-Yeun Koh

Science and Engineering applications are typically associated with expensive optimization problems to identify optimal design solutions and states of the system of interest. Bayesian optimization and active learning compute surrogate models…

Machine Learning · Computer Science 2024-07-09 Francesco Di Fiore , Michela Nardelli , Laura Mainini

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…

Machine Learning · Statistics 2019-06-24 Yao Zhang , James Jordon , Ahmed M. Alaa , Mihaela van der Schaar

Bayesian optimization (BO) is an attractive machine learning framework for performing sample-efficient global optimization of black-box functions. The optimization process is guided by an acquisition function that selects points to acquire…

Machine Learning · Computer Science 2024-10-14 Felix Teufel , Carsten Stahlhut , Jesper Ferkinghoff-Borg

We consider the problem of active learning in the context of spatial sampling for level set estimation (LSE), where the goal is to localize all regions where a function of interest lies above/below a given threshold as quickly as possible.…

Machine Learning · Computer Science 2025-07-24 Phillip Kearns , Bruno Jedynak , John Lipor

Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…

Machine Learning · Computer Science 2021-05-28 Juan Ungredda , Juergen Branke

Bayesian optimization is a widely used method for optimizing expensive black-box functions, with Expected Improvement being one of the most commonly used acquisition functions. In contrast, information-theoretic acquisition functions aim to…

Machine Learning · Statistics 2026-05-15 Nuojin Cheng , Leonard Papenmeier , Stephen Becker , Luigi Nardi

Bayesian optimization (BO) is a popular algorithm for solving challenging optimization tasks. It is designed for problems where the objective function is expensive to evaluate, perhaps not available in exact form, without gradient…

Machine Learning · Statistics 2018-08-22 Umberto Noè , Dirk Husmeier

Active learning enables efficient model training by leveraging interactions between machine learning agents and human annotators. We study and propose a novel framework that formulates batch active learning from the sparse approximation's…

Machine Learning · Computer Science 2022-11-08 Maohao Shen , Bowen Jiang , Jacky Yibo Zhang , Oluwasanmi Koyejo

Bayesian optimization (BO) methods based on information theory have obtained state-of-the-art results in several tasks. These techniques heavily rely on the Kullback-Leibler (KL) divergence to compute the acquisition function. In this work,…

We present an information-theoretic framework for solving global black-box optimization problems that also have black-box constraints. Of particular interest to us is to efficiently solve problems with decoupled constraints, in which…

Bayesian optimization (BO) is a popular global optimization scheme for sample-efficient optimization in domains with expensive function evaluations. The existing BO techniques are capable of finding a single global optimum solution.…

Optimization and Control · Mathematics 2023-08-08 Yongsheng Mei , Tian Lan , Mahdi Imani , Suresh Subramaniam

Level Set Estimation (LSE) is an important problem with applications in various fields such as material design, biotechnology, machine operational testing, etc. Existing techniques suffer from the scalability issue, that is, these methods…

Machine Learning · Statistics 2020-12-21 Huong Ha , Sunil Gupta , Santu Rana , Svetha Venkatesh
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