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Bayesian Optimization (BO) is a well-established method for addressing black-box optimization problems. In many real-world scenarios, optimization often involves multiple functions, emphasizing the importance of leveraging data and learned…
Many real world applications can be framed as multi-objective optimization problems, where we wish to simultaneously optimize for multiple criteria. Bayesian optimization techniques for the multi-objective setting are pertinent when the…
Bayesian optimization (BO) is a popular technique for sequential black-box function optimization, with applications including parameter tuning, robotics, environmental monitoring, and more. One of the most important challenges in BO is the…
Bayesian optimization (BO) is a powerful technology for optimizing noisy expensive-to-evaluate black-box functions, with a broad range of real-world applications in science, engineering, economics, manufacturing, and beyond. In this paper,…
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…
Parameter settings profoundly impact the performance of machine learning algorithms and laboratory experiments. The classical grid search or trial-error methods are exponentially expensive in large parameter spaces, and Bayesian…
In this work we rigorously analyse assumptions inherent to black-box optimisation hyper-parameter tuning tasks. Our results on the Bayesmark benchmark indicate that heteroscedasticity and non-stationarity pose significant challenges for…
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…
Bayesian optimization (BO) is an efficient framework for optimization of black-box objectives when function evaluations are costly and gradient information is not easily accessible. BO has been successfully applied to automate the task of…
We consider the problem of finite-horizon sequential experimental design to solve multi-objective optimization (MOO) of expensive black-box objective functions. This problem arises in many real-world applications, including materials…
Batch Bayesian optimisation (BO) has been successfully applied to hyperparameter tuning using parallel computing, but it is wasteful of resources: workers that complete jobs ahead of others are left idle. We address this problem by…
The Combined Algorithm Selection and Hyperparameter optimization (CASH) is one of the most fundamental problems in Automatic Machine Learning (AutoML). The existing Bayesian optimization (BO) based solutions turn the CASH problem into a…
Bayesian optimization (BO) efficiently finds high-performing parameters by maximizing an acquisition function, which models the promise of parameters. A major computational bottleneck arises in acquisition function optimization, where…
Optimistic methods have been applied with success to single-objective optimization. Here, we attempt to bridge the gap between optimistic methods and multi-objective optimization. In particular, this paper is concerned with solving…
Zero-shot hyperparameter optimization (HPO) is a simple yet effective use of transfer learning for constructing a small list of hyperparameter (HP) configurations that complement each other. That is to say, for any given dataset, at least…
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.…
One of the most critical issues in machine learning is the selection of appropriate hyper parameters for training models. Machine learning models may be able to reach the best training performance and may increase the ability to generalize…
Bayesian optimization (BO) is a sample-efficient approach to optimizing costly-to-evaluate black-box functions. Most BO methods ignore how evaluation costs may vary over the optimization domain. However, these costs can be highly…
Most research in Bayesian optimization (BO) has focused on \emph{direct feedback} scenarios, where one has access to exact values of some expensive-to-evaluate objective. This direction has been mainly driven by the use of BO in machine…
Given a Hyperparameter Optimization(HPO) problem, how to design an algorithm to find optimal configurations efficiently? Bayesian Optimization(BO) and the multi-fidelity BO methods employ surrogate models to sample configurations based on…