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Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…

Machine Learning · Computer Science 2026-04-10 Colin Doumont , Donney Fan , Natalie Maus , Jacob R. Gardner , Henry Moss , Geoff Pleiss

Bayesian optimization (BO) is a powerful approach for optimizing complex and expensive-to-evaluate black-box functions. Its importance is underscored in many applications, notably including hyperparameter tuning, but its efficacy depends on…

Machine Learning · Computer Science 2024-03-11 Tennison Liu , Nicolás Astorga , Nabeel Seedat , Mihaela van der Schaar

Bayesian Optimization (BO) is a foundational strategy in the field of engineering design optimization for efficiently handling black-box functions with many constraints and expensive evaluations. This paper introduces a fast and accurate BO…

Computational Engineering, Finance, and Science · Computer Science 2024-04-09 Rosen , Yu , Cyril Picard , Faez Ahmed

Distributed data storage services tailored to specific applications have grown popular in the high-performance computing (HPC) community as a way to address I/O and storage challenges. These services offer a variety of specific interfaces,…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-10-04 Matthieu Dorier , Romain Egele , Prasanna Balaprakash , Jaehoon Koo , Sandeep Madireddy , Srinivasan Ramesh , Allen D. Malony , Rob Ross

Bayesian optimization (BO) is a popular approach to optimize expensive-to-evaluate black-box functions. A significant challenge in BO is to scale to high-dimensional parameter spaces while retaining sample efficiency. A solution considered…

Machine Learning · Statistics 2020-10-26 Benjamin Letham , Roberto Calandra , Akshara Rai , Eytan Bakshy

With the extensive applications of machine learning models, automatic hyperparameter optimization (HPO) has become increasingly important. Motivated by the tuning behaviors of human experts, it is intuitive to leverage auxiliary knowledge…

Machine Learning · Computer Science 2022-06-07 Yang Li , Yu Shen , Huaijun Jiang , Wentao Zhang , Zhi Yang , Ce Zhang , Bin Cui

When hyperparameter optimization of a machine learning algorithm is repeated for multiple datasets it is possible to transfer knowledge to an optimization run on a new dataset. We develop a new hyperparameter-free ensemble model for…

Machine Learning · Statistics 2022-10-25 Matthias Feurer , Benjamin Letham , Frank Hutter , Eytan Bakshy

Controller tuning is crucial for closed-loop performance but often involves manual adjustments. Although Bayesian optimization (BO) has been established as a data-efficient method for automated tuning, applying it to large and…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Alexander von Rohr , David Stenger , Dominik Scheurenberg , Sebastian Trimpe

Bayesian optimization (BO) is a widely-used method for optimizing expensive (to evaluate) problems. At the core of most BO methods is the modeling of the objective function using a Gaussian Process (GP) whose covariance is selected from a…

Bayesian optimization (BO) has for sequential optimization of expensive black-box functions demonstrated practicality and effectiveness in many real-world settings. Meta-Bayesian optimization (meta-BO) focuses on improving the sample…

Bayesian optimization (BO) recently became popular in robotics to optimize control parameters and parametric policies in direct reinforcement learning due to its data efficiency and gradient-free approach. However, its performance may be…

Robotics · Computer Science 2019-10-14 Noémie Jaquier , Leonel Rozo , Sylvain Calinon , Mathias Bürger

Bayesian Optimization (BO) is a standard tool for hyperparameter tuning thanks to its sample efficiency on expensive black-box functions. While most BO pipelines begin with uniform random initialization, default hyperparameter values…

Machine Learning · Computer Science 2026-02-10 Nicolás Villagrán Prieto , Eduardo C. Garrido-Merchán

Bayesian Optimisation (BO) refers to a class of methods for global optimisation of a function $f$ which is only accessible via point evaluations. It is typically used in settings where $f$ is expensive to evaluate. A common use case for BO…

Machine Learning · Computer Science 2019-03-19 Kirthevasan Kandasamy , Willie Neiswanger , Jeff Schneider , Barnabas Poczos , Eric Xing

Automatic Machine Learning (Auto-ML) systems tackle the problem of automating the design of prediction models or pipelines for data science. In this paper, we present Lifelong Bayesian Optimization (LBO), an online, multitask Bayesian…

Machine Learning · Statistics 2019-06-24 Yao Zhang , James Jordon , Ahmed M. Alaa , Mihaela van der Schaar

Macro placement is the problem of placing memory blocks on a chip canvas. It can be formulated as a combinatorial optimization problem over sequence pairs, a representation which describes the relative positions of macros. Solving this…

Bayesian optimization (BO) is a leading method for optimizing expensive black-box optimization and has been successfully applied across various scenarios. However, BO suffers from the curse of dimensionality, making it challenging to scale…

Machine Learning · Computer Science 2025-04-03 Vu Viet Hoang , Hung The Tran , Sunil Gupta , Vu Nguyen

Bayesian optimization (BO) is a popular algorithm for solving challenging optimization tasks. It is designed for problems where the objective function is expensive to evaluate, perhaps not available in exact form, without gradient…

Machine Learning · Statistics 2018-08-22 Umberto Noè , Dirk Husmeier

Machine learning (ML) methods offer a wide range of configurable hyperparameters that have a significant influence on their performance. While accuracy is a commonly used performance objective, in many settings, it is not sufficient.…

Machine Learning · Computer Science 2023-09-27 Romain Egele , Tyler Chang , Yixuan Sun , Venkatram Vishwanath , Prasanna Balaprakash

Bayesian Optimization (BO) is a common solution to search optimal hyperparameters based on sample observations of a machine learning model. Existing BO algorithms could converge slowly even collapse when the potential observation noise…

Computer Vision and Pattern Recognition · Computer Science 2022-10-10 Lei Cui , Yangguang Li , Xin Lu , Dong An , Fenggang Liu

Recurrent neural networks (RNNs) are a powerful approach for time series prediction. However, their performance is strongly affected by their architecture and hyperparameter settings. The architecture optimization of RNNs is a…

Machine Learning · Computer Science 2021-04-26 Andrés Camero , Hao Wang , Enrique Alba , Thomas Bäck