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For Bayesian optimization (BO) on high-dimensional data with complex structure, neural network-based kernels for Gaussian processes (GPs) have been used to learn flexible surrogate functions by the high representation power of deep…

Machine Learning · Statistics 2021-11-02 Tomoharu Iwata

It is commonly believed that Bayesian optimization (BO) algorithms are highly efficient for optimizing numerically costly functions. However, BO is not often compared to widely different alternatives, and is mostly tested on narrow sets of…

Optimization and Control · Mathematics 2021-10-01 Rodolphe Le Riche , Victor Picheny

With the increasing computational costs associated with deep learning, automated hyperparameter optimization methods, strongly relying on black-box Bayesian optimization (BO), face limitations. Freeze-thaw BO offers a promising grey-box…

Machine Learning · Computer Science 2024-08-14 Herilalaina Rakotoarison , Steven Adriaensen , Neeratyoy Mallik , Samir Garibov , Edward Bergman , Frank Hutter

Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…

Machine Learning · Computer Science 2024-02-28 Arun Kumar A , Alistair Shilton , Sunil Gupta , Santu Rana , Stewart Greenhill , Svetha Venkatesh

Bayesian optimization (BO) is a popular method to optimize costly black-box functions. While traditional BO optimizes each new target task from scratch, meta-learning has emerged as a way to leverage knowledge from related tasks to optimize…

Machine Learning · Computer Science 2024-07-01 Jiarong Pan , Stefan Falkner , Felix Berkenkamp , Joaquin Vanschoren

Many real-world design problems involve optimizing an expensive black-box function $f(x)$, such as hardware design or drug discovery. Bayesian Optimization has emerged as a sample-efficient framework for this problem. However, the basic…

Machine Learning · Computer Science 2026-02-13 Arjun Mani , Carl Vondrick , Richard Zemel

Multi-Focus Image Fusion (MFIF) is a promising image enhancement technique to obtain all-in-focus images meeting visual needs and it is a precondition of other computer vision tasks. One of the research trends of MFIF is to avoid the…

Computer Vision and Pattern Recognition · Computer Science 2020-11-10 Yicheng Wang , Shuang Xu , Junmin Liu , Zixiang Zhao , Chunxia Zhang , Jiangshe Zhang

Estimating posteriors and the associated model evidences, with desired accuracy and affordable computational cost, is a core issue of Bayesian model updating, and can be of great challenge given expensive-to-evaluate models and posteriors…

Computation · Statistics 2026-04-09 Jingwen Song , Pengfei Wei

Generative Adversarial Networks (GANs) have shown remarkable performance in image synthesis tasks, but typically require a large number of training samples to achieve high-quality synthesis. This paper proposes a simple and effective…

Computer Vision and Pattern Recognition · Computer Science 2020-10-23 Esther Robb , Wen-Sheng Chu , Abhishek Kumar , Jia-Bin Huang

Hyperparameter optimization (HPO) is a central pillar in the automation of machine learning solutions and is mainly performed via Bayesian optimization, where a parametric surrogate is learned to approximate the black box response function…

Machine Learning · Computer Science 2021-01-20 Martin Wistuba , Josif Grabocka

The key idea of Bayesian optimization is replacing an expensive target function with a cheap surrogate model. By selection of an acquisition function for Bayesian optimization, we trade off between exploration and exploitation. The…

Machine Learning · Statistics 2019-02-20 Leonid Matyushin , Alexey Zaytsev , Oleg Alenkin , Andrey Ustuzhanin

Optimizing expensive-to-evaluate black-box functions of discrete (and potentially continuous) design parameters is a ubiquitous problem in scientific and engineering applications. Bayesian optimization (BO) is a popular, sample-efficient…

Machine Learning · Computer Science 2022-10-20 Samuel Daulton , Xingchen Wan , David Eriksson , Maximilian Balandat , Michael A. Osborne , Eytan Bakshy

Bayesian optimization with Gaussian processes has become an increasingly popular tool in the machine learning community. It is efficient and can be used when very little is known about the objective function, making it popular in expensive…

Machine Learning · Computer Science 2011-03-08 Eric Brochu , Matthew W. Hoffman , Nando de Freitas

Bayesian optimization (BO) is an effective method of finding the global optima of black-box functions. Recently BO has been applied to neural architecture search and shows better performance than pure evolutionary strategies. All these…

Machine Learning · Computer Science 2019-05-16 Lizheng Ma , Jiaxu Cui , Bo Yang

Bayesian optimization (BO) developed as an approach for the efficient optimization of expensive black-box functions without gradient information. A typical BO paper introduces a new approach and compares it to some alternatives on simulated…

Computation · Statistics 2023-10-17 Jiajie Kong , Tony Pourmohamad , Herbert K. H. Lee

Bayesian optimisation (BO) is a well-known efficient algorithm for finding the global optimum of expensive, black-box functions. The current practical BO algorithms have regret bounds ranging from $\mathcal{O}(\frac{logN}{\sqrt{N}})$ to…

Machine Learning · Computer Science 2026-04-28 Hung Tran-The , Sunil Gupta , Santu Rana , Svetha Venkatesh

Bayesian optimization (BO) is a class of sample-efficient global optimization methods, where a probabilistic model conditioned on previous observations is used to determine future evaluations via the optimization of an acquisition function.…

Machine Learning · Computer Science 2020-06-22 Eric Hans Lee , David Eriksson , Bolong Cheng , Michael McCourt , David Bindel

Bayesian optimization (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting parameters where we…

Machine Learning · Statistics 2021-10-19 Tristan Fauvel , Matthew Chalk

Estimating arbitrary quantities of interest (QoIs) that are non-linear operators of complex, expensive-to-evaluate, black-box functions is a challenging problem due to missing domain knowledge and finite budgets. Bayesian optimal design of…

Machine Learning · Statistics 2019-12-17 Piyush Pandita , Nimish Awalgaonkar , Ilias Bilionis , Jitesh Panchal

Existing methods based on meta-learning predict novel-class labels for (target domain) testing tasks via meta knowledge learned from (source domain) training tasks of base classes. However, most existing works may fail to generalize to…

Computer Vision and Pattern Recognition · Computer Science 2022-08-24 Yanxu Hu , Andy J. Ma