Related papers: Bayesian Algorithm Execution: Estimating Computabl…
We consider Bayesian optimization of objective functions of the form $\rho[ F(x, W) ]$, where $F$ is a black-box expensive-to-evaluate function and $\rho$ denotes either the VaR or CVaR risk measure, computed with respect to the randomness…
Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…
Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic…
Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…
Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…
Bayesian optimization (BO) is a framework for global optimization of expensive-to-evaluate objective functions. Classical BO methods assume that the objective function is a black box. However, internal information about objective function…
Bayesian Optimization (BO) is used to find the global optima of black box functions. In this work, we propose a practical BO method of function compositions where the form of the composition is known but the constituent functions are…
Bayesian optimization (BO) and its batch extensions are successful for optimizing expensive black-box functions. However, these traditional BO approaches are not yet ideal for optimizing less expensive functions when the computational cost…
Some real-world problems revolve to solve the optimization problem \max_{x\in\mathcal{X}}f\left(x\right) where f\left(.\right) is a black-box function and X might be the set of non-vectorial objects (e.g., distributions) where we can only…
Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…
Bayesian optimisation is a well-known sample-efficient method for the optimisation of expensive black-box functions. However when dealing with big search spaces the algorithm goes through several low function value regions before reaching…
We propose a novel Bayesian Optimization approach for black-box functions with an environmental variable whose value determines the tradeoff between evaluation cost and the fidelity of the evaluations. Further, we use a novel approach to…
We are often interested in identifying the feasible subset of a decision space under multiple constraints to permit effective design exploration. If determining feasibility required computationally expensive simulations, the cost of…
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…
We propose an algorithm for Bayesian functional optimisation - that is, finding the function to optimise a process - guided by experimenter beliefs and intuitions regarding the expected characteristics (length-scale, smoothness, cyclicity…
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…
We propose a Bayesian optimization algorithm for objective functions that are sums or integrals of expensive-to-evaluate functions, allowing noisy evaluations. These objective functions arise in multi-task Bayesian optimization for tuning…
Although beam emittance is critical for the performance of high-brightness accelerators, optimization is often time limited as emittance calculations, commonly done via quadrupole scans, are typically slow. Such calculations are a type of…
Bayesian optimization is an effective method to efficiently optimize unknown objective functions with high evaluation costs. Traditional Bayesian optimization algorithms select one point per iteration for single objective function, whereas…
Computer models are widely used to study complex real world physical systems. However, there are major limitations to their direct use including: their complex structure; large numbers of inputs and outputs; and long evaluation times.…