Related papers: Efficient Bayesian Optimization using Multiscale G…
In many scientific and engineering applications, we are tasked with the maximisation of an expensive to evaluate black box function $f$. Traditional settings for this problem assume just the availability of this single function. However, in…
Bayesian optimization is highly effective for optimizing expensive-to-evaluate black-box functions, but it faces significant computational challenges due to the cubic per-iteration cost of Gaussian processes, which results in a total time…
Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…
In Bipartite Correlation Clustering (BCC) we are given a complete bipartite graph $G$ with `+' and `-' edges, and we seek a vertex clustering that maximizes the number of agreements: the number of all `+' edges within clusters plus all `-'…
Bayesian optimization (BO) is an efficient framework for solving black-box optimization problems with expensive function evaluations. This paper addresses the BO problem setting for combinatorial spaces (e.g., sequences and graphs) that…
In practice, objective functions of real-time control systems can have multiple local minimums or can dramatically change over the function space, making them hard to optimize. To efficiently optimize such systems, in this paper, we develop…
Bayesian optimization (BO) is widely adopted in black-box optimization problems and it relies on a surrogate model to approximate the black-box response function. With the increasing number of black-box optimization tasks solved and even…
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…
Gaussian process (GP) is arguably one of the most widely used machine learning algorithms in practice. One of its prominent applications is Bayesian optimization (BO). Although the vanilla GP itself is already a powerful tool for BO, it is…
The key to Black-Box Optimization is to efficiently search through input regions with potentially widely-varying numerical properties, to achieve low-regret descent and fast progress toward the optima. Monte Carlo Tree Search (MCTS) methods…
This paper focuses on Bayesian Optimization (BO) for objectives on combinatorial search spaces, including ordinal and categorical variables. Despite the abundance of potential applications of Combinatorial BO, including chipset…
We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…
Bayesian Optimization is an iterative method, tailored to optimizing expensive black box objective functions. Surrogate models like Gaussian Processes, which are the gold standard in Bayesian Optimization, can be inefficient for inputs with…
Bayesian optimization is a data-efficient technique that has been shown to be extremely powerful to optimize expensive, black-box, and possibly noisy objective functions. Many applications involve optimizing probabilities and mixtures which…
Bayesian optimization (BO) is a global optimization strategy designed to find the minimum of an expensive black-box function, typically defined on a compact subset of $\mathcal{R}^d$, by using a Gaussian process (GP) as a surrogate model…
Enumerating maximal $k$-biplexes (MBPs) of a bipartite graph has been used for applications such as fraud detection. Nevertheless, there usually exists an exponential number of MBPs, which brings up two issues when enumerating MBPs, namely…
This paper is on Bayesian inference for parametric statistical models that are defined by a stochastic simulator which specifies how data is generated. Exact sampling is then possible but evaluating the likelihood function is typically…
In this paper, we consider the problem of stochastic optimization under a bandit feedback model. We generalize the GP-UCB algorithm [Srinivas and al., 2012] to arbitrary kernels and search spaces. To do so, we use a notion of localized…
This paper studies the problem of globally optimizing a variable of interest that is part of a causal model in which a sequence of interventions can be performed. This problem arises in biology, operational research, communications and,…
How can we efficiently gather information to optimize an unknown function, when presented with multiple, mutually dependent information sources with different costs? For example, when optimizing a robotic system, intelligently trading off…