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Novel technologies in automated machine learning ease the complexity of algorithm selection and hyperparameter optimization. Hyperparameters are important for machine learning models as they significantly influence the performance of…

Machine Learning · Computer Science 2021-08-31 Mohamadjavad Bahmani , Radwa El Shawi , Nshan Potikyan , Sherif Sakr

Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to…

Machine Learning · Computer Science 2023-05-04 Natalie Maus , Kaiwen Wu , David Eriksson , Jacob Gardner

Learning robot controllers by minimizing a black-box objective cost using Bayesian optimization (BO) can be time-consuming and challenging. It is very often the case that some roll-outs result in failure behaviors, causing premature…

Machine Learning · Computer Science 2020-11-11 Alonso Marco , Dominik Baumann , Philipp Hennig , Sebastian Trimpe

Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

Machine Learning · Computer Science 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau

Given the increasing importance of machine learning (ML) in our lives, several algorithmic fairness techniques have been proposed to mitigate biases in the outcomes of the ML models. However, most of these techniques are specialized to…

When gradient-based methods are impractical, black-box optimization (BBO) provides a valuable alternative. However, BBO often struggles with high-dimensional problems and limited trial budgets. In this work, we propose a novel approach…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Riccardo Busetto , Manas Mejari , Marco Forgione , Alberto Bemporad , Dario Piga

Bayesian optimisation (BO) uses probabilistic surrogate models - usually Gaussian processes (GPs) - for the optimisation of expensive black-box functions. At each BO iteration, the GP hyperparameters are fit to previously-evaluated data by…

Machine Learning · Computer Science 2021-05-04 George De Ath , Richard Everson , Jonathan Fieldsend

Bayesian Optimization (BO) is a well-established method for addressing black-box optimization problems. In many real-world scenarios, optimization often involves multiple functions, emphasizing the importance of leveraging data and learned…

Machine Learning · Computer Science 2025-03-11 Khoa Nguyen , Viet Huynh , Binh Tran , Tri Pham , Tin Huynh , Thin Nguyen

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…

Machine Learning · Computer Science 2016-02-23 Saul Toscano-Palmerin , Peter I. Frazier

Black-box model-based optimization (MBO) problems, where the goal is to find a design input that maximizes an unknown objective function, are ubiquitous in a wide range of domains, such as the design of proteins, DNA sequences, aircraft,…

Machine Learning · Computer Science 2022-02-18 Brandon Trabucco , Xinyang Geng , Aviral Kumar , Sergey Levine

The aim of black-box optimization is to optimize an objective function within the constraints of a given evaluation budget. In this problem, it is generally assumed that the computational cost for evaluating a point is large; thus, it is…

Machine Learning · Statistics 2019-12-03 Masahiro Nomura , Kenshi Abe

The closed-loop performance of model predictive controllers (MPCs) is sensitive to the choice of prediction models, controller formulation, and tuning parameters. However, prediction models are typically optimized for prediction accuracy…

Systems and Control · Electrical Eng. & Systems 2020-11-25 Farshud Sorourifar , Georgios Makrygirgos , Ali Mesbah , Joel A. Paulson

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…

Machine Learning · Statistics 2017-04-13 Javier Gonzalez , Zhenwen Dai , Andreas Damianou , Neil D. Lawrence

We focus on the problem of black-box adversarial attacks, where the aim is to generate adversarial examples using information limited to loss function evaluations of input-output pairs. We use Bayesian optimization~(BO) to specifically…

Machine Learning · Computer Science 2019-10-01 Satya Narayan Shukla , Anit Kumar Sahu , Devin Willmott , J. Zico Kolter

Deep learning techniques play an increasingly important role in industrial and research environments due to their outstanding results. However, the large number of hyper-parameters to be set may lead to errors if they are set manually. The…

Machine Learning · Computer Science 2020-06-04 Michele Fraccaroli , Evelina Lamma , Fabrizio Riguzzi

Black-box zero-th order optimization is a central primitive for applications in fields as diverse as finance, physics, and engineering. In a common formulation of this problem, a designer sequentially attempts candidate solutions, receiving…

Machine Learning · Computer Science 2024-07-08 Yunchuan Zhang , Sangwoo Park , Osvaldo Simeone

Bayesian Optimization (BO) is an effective method for optimizing expensive-to-evaluate black-box functions with a wide range of applications for example in robotics, system design and parameter optimization. However, scaling BO to problems…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Lukas P. Fröhlich , Edgar D. Klenske , Christian G. Daniel , Melanie N. Zeilinger

Feature-based algorithm selection aims to automatically find the best one from a portfolio of optimization algorithms on an unseen problem based on its landscape features. Feature-based algorithm selection has recently received attention in…

Neural and Evolutionary Computing · Computer Science 2022-04-27 Ryoji Tanabe

Bayesian optimization (BO) has become a popular strategy for global optimization of expensive real-world functions. Contrary to a common expectation that BO is suited to optimizing black-box functions, it actually requires domain knowledge…

Machine Learning · Computer Science 2024-08-06 Zi Wang , George E. Dahl , Kevin Swersky , Chansoo Lee , Zachary Nado , Justin Gilmer , Jasper Snoek , Zoubin Ghahramani

Hyperparameter optimization aims to find the optimal hyperparameter configuration of a machine learning model, which provides the best performance on a validation dataset. Manual search usually leads to get stuck in a local hyperparameter…

Machine Learning · Statistics 2018-11-01 Jungtaek Kim , Saehoon Kim , Seungjin Choi