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Bayesian optimization (BO) is a class of popular methods for expensive black-box optimization, and has been widely applied to many scenarios. However, BO suffers from the curse of dimensionality, and scaling it to high-dimensional problems…

Machine Learning · Computer Science 2022-11-17 Lei Song , Ke Xue , Xiaobin Huang , Chao Qian

Bayesian optimization (BO) has gained attention as an efficient algorithm for black-box optimization of expensive-to-evaluate systems, where the BO algorithm iteratively queries the system and suggests new trials based on a probabilistic…

Machine Learning · Computer Science 2026-03-13 Eike Cramer , Luis Kutschat , Oliver Stollenwerk , Joel A. Paulson , Alexander Mitsos

This article presents MCTS-BN, an adaptation of the Monte Carlo Tree Search (MCTS) algorithm for the structural learning of Bayesian Networks (BNs). Initially designed for game tree exploration, MCTS has been repurposed to address the…

Machine Learning · Computer Science 2025-02-04 Jorge D. Laborda , Pablo Torrijos , José M. Puerta , José A. Gámez

A novel method called mixed variable system Monte Carlo tree search (MVSMCTS) formulation is presented for optimization problems considering various types of variables with single and mixed continuous-discrete system. This method utilizes a…

Optimization and Control · Mathematics 2024-10-31 Fu-Yao Ko , Katsuyuki Suzuki , Kazuo Yonekura

To lower the expertise barrier in machine learning, the AutoML community has focused on the CASH problem, which jointly automates algorithm selection and hyperparameter tuning. While traditional methods like Bayesian Optimization (BO)…

Machine Learning · Computer Science 2026-05-08 Beicheng Xu , Weitong Qian , Lingching Tung , Yupeng Lu , Bin Cui

Bayesian Optimization (BO) has shown significant success in tackling expensive low-dimensional black-box optimization problems. Many optimization problems of interest are high-dimensional, and scaling BO to such settings remains an…

Machine Learning · Statistics 2022-06-02 Eric Han , Ishank Arora , Jonathan Scarlett

Selecting the optimal combination of a machine learning (ML) algorithm and its hyper-parameters is crucial for the development of high-performance ML systems. However, since the combination of ML algorithms and hyper-parameters is enormous,…

Machine Learning · Computer Science 2025-02-14 Kazuki Ishikawa , Ryota Ozaki , Yohei Kanzaki , Ichiro Takeuchi , Masayuki Karasuyama

Much recent research has been conducted in the area of Bayesian learning, particularly with regard to the optimization of hyper-parameters via Gaussian process regression. The methodologies rely chiefly on the method of maximizing the…

Machine Learning · Statistics 2014-05-13 James Brofos

This paper presents novel mixed-type Bayesian optimization (BO) algorithms to accelerate the optimization of a target objective function by exploiting correlated auxiliary information of binary type that can be more cheaply obtained, such…

Machine Learning · Statistics 2019-06-19 Yehong Zhang , Zhongxiang Dai , Kian Hsiang Low

The accuracy of some density functional (DF) models, widely used in material science, depends on empirical or free parameters which are commonly tuned using reference physical properties. The optimal value of the free parameters is…

Computational Physics · Physics 2020-07-01 Rodrigo A. Vargas-Hernández

The optimization of expensive to evaluate, black-box, mixed-variable functions, i.e. functions that have continuous and discrete inputs, is a difficult and yet pervasive problem in science and engineering. In Bayesian optimization (BO),…

Machine Learning · Computer Science 2020-08-05 Erik Daxberger , Anastasia Makarova , Matteo Turchetta , Andreas Krause

Many real-world optimisation problems are defined over both categorical and continuous variables, yet efficient optimisation methods such asBayesian Optimisation (BO) are not designed tohandle such mixed-variable search spaces. Recent…

Machine Learning · Statistics 2022-02-18 Yan Zuo , Amir Dezfouli , Iadine Chades , David Alexander , Benjamin Ward Muir

Real-world problems often require reasoning about hybrid beliefs, over both discrete and continuous random variables. Yet, such a setting has hardly been investigated in the context of planning. Moreover, existing online Partially…

Artificial Intelligence · Computer Science 2023-05-04 Moran Barenboim , Moshe Shienman , Vadim Indelman

Computational models in fields such as computational neuroscience are often evaluated via stochastic simulation or numerical approximation. Fitting these models implies a difficult optimization problem over complex, possibly noisy parameter…

Machine Learning · Statistics 2017-11-03 Luigi Acerbi , Wei Ji Ma

Few real-world hybrid systems are amenable to formal verification, due to their complexity and black box components. Optimization-based falsification---a methodology of search-based testing that employs stochastic optimization---is…

Systems and Control · Computer Science 2018-08-14 Zhenya Zhang , Gidon Ernst , Sean Sedwards , Paolo Arcaini , Ichiro Hasuo

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…

Machine Learning · Statistics 2019-10-17 Valerio Perrone , Iaroslav Shcherbatyi , Rodolphe Jenatton , Cedric Archambeau , Matthias Seeger

Bayesian optimization (BO) is a popular method for computationally expensive black-box optimization. However, traditional BO methods need to solve new problems from scratch, leading to slow convergence. Recent studies try to extend BO to a…

Machine Learning · Computer Science 2024-12-11 Shukuan Wang , Ke Xue , Lei Song , Xiaobin Huang , Chao Qian

Sample efficiency is one of the key factors when applying policy search to real-world problems. In recent years, Bayesian Optimization (BO) has become prominent in the field of robotics due to its sample efficiency and little prior…

Robotics · Computer Science 2020-11-19 Lukas P. Fröhlich , Melanie N. Zeilinger , Edgar D. Klenske

Bayesian optimization (BO) is a sample-efficient global optimization algorithm for black-box functions which are expensive to evaluate. Existing literature on model based optimization in conditional parameter spaces are usually built on…

Machine Learning · Statistics 2020-10-08 Xingchen Ma , Matthew B. Blaschko

In large domains, Monte-Carlo tree search (MCTS) is required to estimate the values of the states as efficiently and accurately as possible. However, the standard update rule in backpropagation assumes a stationary distribution for the…

Machine Learning · Computer Science 2020-01-28 Yueqin Li , Nengli Lim
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