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Hyperparameter optimization (HPO) is a powerful technique for automating the tuning of machine learning (ML) models. However, in many real-world applications, accuracy is only one of multiple performance criteria that must be considered.…

Bayesian optimization (BO) is a popular framework to optimize black-box functions. In many applications, the objective function can be evaluated at multiple fidelities to enable a trade-off between the cost and accuracy. To reduce the…

Bayesian optimization (BO) has become an established framework and popular tool for hyperparameter optimization (HPO) of machine learning (ML) algorithms. While known for its sample-efficiency, vanilla BO can not utilize readily available…

We study the problem of black-box optimization of a function f of any dimension, given function evaluations perturbed by noise. The function is assumed to be locally smooth around one of its global optima, but this smoothness is unknown.…

Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…

While Weighted Lasso sparse regression has appealing statistical guarantees that would entail a major real-world impact in finance, genomics, and brain imaging applications, it is typically scarcely adopted due to its complex…

In this paper, we address the problem of cost-sensitive multi-fidelity Bayesian Optimization (BO) for efficient hyperparameter optimization (HPO). Specifically, we assume a scenario where users want to early-stop the BO when the performance…

Preference Optimization (PO), is gaining popularity as an alternative choice of Proximal Policy Optimization (PPO) for aligning Large Language Models (LLMs). Recent research on aligning LLMs iteratively with synthetic or partially synthetic…

The high cost and data scarcity in scientific exploration have motivated the use of large language models (LLMs) as knowledge-driven components in Bayesian optimization (BO). However, existing approaches typically embed LLMs directly into…

Aligning Large Language Models (LLMs) with human preferences is crucial, but standard methods like Reinforcement Learning from Human Feedback (RLHF) are often complex and unstable. In this work, we propose a new, simpler approach that…

Robotics and automation offer massive accelerations for solving intractable, multivariate scientific problems such as materials discovery, but the available search spaces can be dauntingly large. Bayesian optimization (BO) has emerged as a…

Hyperparameter optimization (HPO) is a critical yet challenging aspect of machine learning model development, significantly impacting model performance and generalization. Traditional HPO methods often struggle with high dimensionality,…

Inverse optimization (IO) aims to determine optimization model parameters from observed decisions. However, IO is not part of a data scientist's toolkit in practice, especially as many general-purpose machine learning packages are widely…

Black-box optimization (BBO) addresses problems where objectives are accessible only through costly queries without gradients or explicit structure. Classical derivative-free methods -- line search, direct search, and model-based solvers…

Bayesian optimisation is an adaptive sampling strategy for constructing a Gaussian process surrogate to efficiently search for the global minimum of a black-box computational model. Gaussian processes have limited applicability in…

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…

Bayesian optimization is a broadly applied methodology to optimize the expensive black-box function. Despite its success, it still faces the challenge from the high-dimensional search space. To alleviate this problem, we propose a novel…

Several scenarios require the optimization of non-convex black-box functions, that are noisy expensive to evaluate functions with unknown analytical expression, whose gradients are hence not accessible. For example, the hyper-parameter…

Modern predictive analytics underpinned by machine learning techniques has become a key enabler to the automation of data-driven decision making. In the context of business process management, predictive analytics has been applied to making…

Hyperparameter optimization (HPO) is crucial for fine-tuning machine learning models but can be computationally expensive. To reduce costs, Multi-fidelity HPO (MF-HPO) leverages intermediate accuracy levels in the learning process and…