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Bayesian Optimization, the application of Bayesian function approximation to finding optima of expensive functions, has exploded in popularity in recent years. In particular, much attention has been paid to improving its efficiency on…

Optimization and Control · Mathematics 2022-05-18 Mickael Binois , Nathan Wycoff

Constrained optimization of high-dimensional numerical problems plays an important role in many scientific and industrial applications. Function evaluations in many industrial applications are severely limited and no analytical information…

Optimization and Control · Mathematics 2016-01-01 Samineh Bagheri , Wolfgang Konen , Michael Emmerich , Thomas Bäck

Bayesian optimization (BO) has demonstrated potential for optimizing control performance in data-limited settings, especially for systems with unknown dynamics or unmodeled performance objectives. The BO algorithm efficiently trades-off…

Machine Learning · Computer Science 2022-11-02 Ankush Chakrabarty

Bayesian optimization (BO) is an efficient and flexible global optimization framework that is applicable to a very wide range of engineering applications. To leverage the capability of the classical BO, many extensions, including…

Machine Learning · Statistics 2021-09-01 Anh Tran , Mike Eldred , Scott McCann , Yan Wang

Because of its sample efficiency, Bayesian optimization (BO) has become a popular approach dealing with expensive black-box optimization problems, such as hyperparameter optimization (HPO). Recent empirical experiments showed that the loss…

Machine Learning · Computer Science 2021-11-11 Difan Deng , Marius Lindauer

Fitness dependent optimizer (FDO) is considered one of the novel swarm intelligent algorithms. Recently, FDO has been enhanced several times to improve its capability. One of the improvements is called improved FDO (IFDO). However,…

Neural and Evolutionary Computing · Computer Science 2024-07-22 Hozan K. Hamarashid , Bryar A. Hassan , Tarik A. Rashid

Optimization algorithms are very different from human optimizers. A human being would gain more experiences through problem-solving, which helps her/him in solving a new unseen problem. Yet an optimization algorithm never gains any…

Neural and Evolutionary Computing · Computer Science 2024-10-28 Xunzhao Yu , Yan Wang , Ling Zhu , Dimitar Filev , Xin Yao

Optimization of very expensive black-box functions requires utilization of maximum information gathered by the process of optimization. Model Guided Sampling Optimization (MGSO) forms a more robust alternative to Jones'…

Neural and Evolutionary Computing · Computer Science 2015-09-01 Lukas Bajer , Martin Holena

Policy-based reinforcement learning algorithms are widely used in various fields. Among them, mainstream policy optimization algorithms such as TRPO and PPO introduce importance sampling into policy iteration, which allows the reuse of…

Machine Learning · Computer Science 2023-11-06 Zhengpeng Xie , Changdong Yu , Weizheng Qiao

We investigate the unconstrained global optimization of functions with low effective dimensionality, that are constant along certain (unknown) linear subspaces. Extending the technique of random subspace embeddings in [Wang et al., Bayesian…

Optimization and Control · Mathematics 2020-03-24 Coralia Cartis , Adilet Otemissov

Gamed-based is a new stochastic metaheuristics optimization category that is inspired by traditional or digital game genres. Unlike SI-based algorithms, in-dividuals do not work together with the goal of defeating other individuals and…

Neural and Evolutionary Computing · Computer Science 2022-03-21 Sara Akan , Taymaz Akan

Optimal well placement and well injection-production are crucial for the reservoir development to maximize the financial profits during the project lifetime. Meta-heuristic algorithms have showed good performance in solving complex,…

Neural and Evolutionary Computing · Computer Science 2022-12-16 Guodong Chen , Xin Luo , Jimmy Jiu Jiao , Xiaoming Xue

Carefully designed activation functions can improve the performance of neural networks in many machine learning tasks. However, it is difficult for humans to construct optimal activation functions, and current activation function search…

Machine Learning · Computer Science 2023-11-10 Garrett Bingham , Risto Miikkulainen

Faced with problems of increasing complexity, recent research in Bayesian Optimisation (BO) has focused on adapting deep probabilistic models as flexible alternatives to Gaussian Processes (GPs). In a similar vein, this paper investigates…

Machine Learning · Computer Science 2022-05-31 Alexandre Maraval , Matthieu Zimmer , Antoine Grosnit , Rasul Tutunov , Jun Wang , Haitham Bou Ammar

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

This article presents a comparative analysis of GPU-parallelized implementations of the quantum-inspired evolutionary optimization (QIEO) approach and one of the well-known classical metaheuristic techniques, the genetic algorithm (GA). The…

Computational Engineering, Finance, and Science · Computer Science 2024-12-13 Kandula Eswara Sai Kumar , Supreeth B S , Rajas Dalvi , Aman Mittal , Aakif Akhtar , Ferdin Don Bosco , Rut Lineswala , Abhishek Chopra

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

Bayesian Optimization (BO) is a widely used approach for blackbox optimization that leverages a Gaussian process (GP) model and an acquisition function to guide future sampling. While effective in low-dimensional settings, BO faces…

Machine Learning · Computer Science 2025-11-26 Pavankumar Koratikere , Leifur Leifsson

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…

Machine Learning · Statistics 2018-09-24 Eero Siivola , Aki Vehtari , Jarno Vanhatalo , Javier González , Michael Riis Andersen

Swarm optimization algorithms are widely used for feature selection before data mining and machine learning applications. The metaheuristic nature-inspired feature selection approaches are used for single-objective optimization tasks,…

Artificial Intelligence · Computer Science 2021-07-30 Hritam Basak , Mayukhmali Das , Susmita Modak