Related papers: Physically Consistent Preferential Bayesian Optimi…
Multi-objective Bayesian optimization has been widely adopted in scientific experiment design, including drug discovery and hyperparameter optimization. In practice, regulatory or safety concerns often impose additional thresholds on…
Engineering design is traditionally performed by hand: an expert makes design proposals based on past experience, and these proposals are then tested for compliance with certain target specifications. Testing for compliance is performed…
Bayesian optimization is an effective method for finding extrema of a black-box function. We propose a new type of Bayesian optimization for learning user preferences in high-dimensional spaces. The central assumption is that the underlying…
Quality control in industrial processes is increasingly making use of prior scientific knowledge, often encoded in physical models that require numerical approximation. Statistical prediction, and subsequent optimization, is key to ensuring…
For personalized ranking models, the well-calibrated probability of an item being preferred by a user has great practical value. While existing work shows promising results in image classification, probability calibration has not been much…
Bayesian optimization (BO) is a powerful framework to optimize black-box expensive-to-evaluate functions via sequential interactions. In several important problems (e.g. drug discovery, circuit design, neural architecture search, etc.),…
Many real world scientific and industrial applications require optimizing multiple competing black-box objectives. When the objectives are expensive-to-evaluate, multi-objective Bayesian optimization (BO) is a popular approach because of…
Bayesian optimization is an effective technique for black-box optimization, but its applicability is typically limited to low-dimensional and small-budget problems due to the cubic complexity of computing the Gaussian process (GP)…
Bayesian optimization is a powerful optimization tool for problems where native first-order derivatives are unavailable. Recently, constrained Bayesian optimization (CBO) has been applied to many engineering applications where constraints…
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…
Morphology-control co-design concerns the coupled optimization of an agent's body structure and control policy. This problem exhibits a bi-level structure, where the control dynamically adapts to the morphology to maximize performance.…
Bayesian optimization is a powerful method for optimizing black-box functions with limited function evaluations. Recent works have shown that optimization in a latent space through deep generative models such as variational autoencoders…
Bayesian optimization techniques have been successfully applied to robotics, planning, sensor placement, recommendation, advertising, intelligent user interfaces and automatic algorithm configuration. Despite these successes, the approach…
Algorithmic pricing is the computational problem that sellers (e.g., in supermarkets) face when trying to set prices for their items to maximize their profit in the presence of a known demand. Guruswami et al. (2005) propose this problem…
Probabilistic programming systems enable users to encode model structure and naturally reason about uncertainties, which can be leveraged towards improved Bayesian optimization (BO) methods. Here we present a probabilistic program embedding…
This paper studies a class of Consensus-Based Optimization (CBO) models featuring an additional stochastic rate of information, modeling the agents' knowledge of the environment and energy landscape. The well-posedness of the stochastic…
First Order Bayesian Optimization (FOBO) is a sample efficient sequential approach to find the global maxima of an expensive-to-evaluate black-box objective function by suitably querying for the function and its gradient evaluations. Such…
We propose a novel Bayesian optimization (BO) procedure aimed at identifying the ``profile optima'' of a deterministic black-box computer simulation that has a single control parameter and multiple nuisance parameters. The profile optima…
Bayesian optimization (BO) is an effective technique for black-box optimization. However, its applicability is typically limited to moderate-budget problems due to the cubic complexity of fitting the Gaussian process (GP) surrogate model.…
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…