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Contextual policy search allows adapting robotic movement primitives to different situations. For instance, a locomotion primitive might be adapted to different terrain inclinations or desired walking speeds. Such an adaptation is often…

Machine Learning · Statistics 2015-11-17 Jan Hendrik Metzen

We propose a novel actor-critic, model-free reinforcement learning algorithm which employs a Bayesian method of parameter space exploration to solve environments. A Gaussian process is used to learn the expected return of a policy given the…

Machine Learning · Computer Science 2020-03-03 Ashish Rao , Bidipta Sarkar , Tejas Narayanan

Polymeric nano- and micro-scale particles have critical roles in tackling critical healthcare and energy challenges with their miniature characteristics. However, tailoring their synthesis process to meet specific design targets has…

Machine Learning · Computer Science 2025-08-29 Fanjin Wang , Maryam Parhizkar , Anthony Harker , Mohan Edirisinghe

Solving optimal design problems through crowdsourcing faces a dilemma: On one hand, human beings have been shown to be more effective than algorithms at searching for good solutions of certain real-world problems with high-dimensional or…

Machine Learning · Computer Science 2017-04-28 Thurston Sexton , Max Yi Ren

In Bayesian optimization (BO) for expensive black-box optimization tasks, acquisition function (AF) guides sequential sampling and plays a pivotal role for efficient convergence to better optima. Prevailing AFs usually rely on artificial…

Machine Learning · Computer Science 2022-10-04 Zijing Liu , Xiyao Qu , Xuejun Liu , Hongqiang Lyu

Data-efficiency is crucial for autonomous robots to adapt to new tasks and environments. In this work we focus on robotics problems with a budget of only 10-20 trials. This is a very challenging setting even for data-efficient approaches…

Robotics · Computer Science 2019-07-11 Rika Antonova , Akshara Rai , Tianyu Li , Danica Kragic

Bayesian optimization (BO) is a typical approach to solve expensive optimization problems. In each iteration of BO, a Gaussian process(GP) model is trained using the previously evaluated solutions; then next candidate solutions for…

Neural and Evolutionary Computing · Computer Science 2022-06-23 Jixiang Chen , Fu Luo , Zhenkun Wang

Consensus-based optimization (CBO) is a class of metaheuristic algorithms designed for global optimization problems. In the many-particle limit, classical CBO dynamics can be rigorously connected to mean-field equations that ensure…

Optimization and Control · Mathematics 2025-06-11 Jonathan Franceschi , Lorenzo Pareschi , Mattia Zanella

Bayesian optimization (BO) with Gaussian processes (GP) as surrogate models is widely used to optimize analytically unknown and expensive-to-evaluate functions. In this paper, we propose Prior-mean-RObust Bayesian Optimization (PROBO) that…

Artificial Intelligence · Computer Science 2021-11-17 Julian Rodemann , Thomas Augustin

Bayesian optimization (BO) is a popular global optimization scheme for sample-efficient optimization in domains with expensive function evaluations. The existing BO techniques are capable of finding a single global optimum solution.…

Optimization and Control · Mathematics 2023-08-08 Yongsheng Mei , Tian Lan , Mahdi Imani , Suresh Subramaniam

Bandit Convex Optimization (BCO) is a fundamental framework for modeling sequential decision-making with partial information, where the only feedback available to the player is the one-point or two-point function values. In this paper, we…

Machine Learning · Computer Science 2020-07-07 Peng Zhao , Guanghui Wang , Lijun Zhang , Zhi-Hua Zhou

In this paper we study anisotropic consensus-based optimization (CBO), a multi-agent metaheuristic derivative-free optimization method capable of globally minimizing nonconvex and nonsmooth functions in high dimensions. CBO is based on…

Numerical Analysis · Mathematics 2024-03-26 Massimo Fornasier , Timo Klock , Konstantin Riedl

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…

Optimization and Control · Mathematics 2025-07-29 Stefano Almi , Alessandro Baldi , Marco Morandotti , Francesco Solombrino

Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO…

Machine Learning · Statistics 2019-09-30 Valerio Perrone , Huibin Shen , Matthias Seeger , Cedric Archambeau , Rodolphe Jenatton

Bayesian optimization (BO) has proven to be a powerful tool for automatically tuning control parameters without requiring knowledge of the underlying system dynamics. Safe BO methods, in addition, guarantee safety during the optimization…

Systems and Control · Electrical Eng. & Systems 2023-12-14 Antonia Holzapfel , Paul Brunzema , Sebastian Trimpe

Many black-box optimization tasks arising in high-stakes applications require risk-averse decisions. The standard Bayesian optimization (BO) paradigm, however, optimizes the expected value only. We generalize BO to trade mean and…

Machine Learning · Computer Science 2021-11-10 Anastasiia Makarova , Ilnura Usmanova , Ilija Bogunovic , Andreas Krause

Efficient tuning of building climate controllers to optimize occupant utility is essential for ensuring overall comfort and satisfaction. However, this is a challenging task since the latent utility are difficult to measure directly.…

Systems and Control · Electrical Eng. & Systems 2025-12-11 Wenbin Wang , Jicheng Shi , Colin N. Jones

Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

We study the problem of preferential Bayesian optimization (BO), where we aim to optimize a black-box function with only preference feedback over a pair of candidate solutions. Inspired by the likelihood ratio idea, we construct a…

Machine Learning · Computer Science 2024-05-30 Wenjie Xu , Wenbin Wang , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones