Related papers: Transfer Learning for Bayesian Optimization: A Sur…
Bayesian optimization (BO) is a model-based approach to sequentially optimize expensive black-box functions, such as the validation error of a deep neural network with respect to its hyperparameters. In many real-world scenarios, the…
Bayesian Optimization (BO) is a technique for sample-efficient black-box optimization that employs probabilistic models to identify promising input locations for evaluation. When dealing with composite-structured functions, such as f=g o h,…
Optimizing objectives under constraints, where both the objectives and constraints are black box functions, is a common scenario in real-world applications such as scientific experimental design, design of medical therapies, and industrial…
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…
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 (BO) is a class of black-box, surrogate-based heuristics that can efficiently optimize problems that are expensive to evaluate, and hence admit only small evaluation budgets. BO is particularly popular for solving…
Bayesian optimization (BO) is a model-based approach for gradient-free black-box function optimization. Typically, BO is powered by a Gaussian process (GP), whose algorithmic complexity is cubic in the number of evaluations. Hence, GP-based…
Many real-world scientific and industrial applications require the optimization of expensive black-box functions. Bayesian Optimization (BO) provides an effective framework for such problems. However, traditional BO methods are prone to get…
Bayesian Optimization (BO) has become a core method for solving expensive black-box optimization problems. While much research focussed on the choice of the acquisition function, we focus on online length-scale adaption and the choice of…
We introduce a method combining variational autoencoders (VAEs) and deep metric learning to perform Bayesian optimisation (BO) over high-dimensional and structured input spaces. By adapting ideas from deep metric learning, we use label…
Some real problems require the evaluation of expensive and noisy objective functions. Moreover, the analytical expression of these objective functions may be unknown. These functions are known as black-boxes, for example, estimating the…
Bayesian optimization (BO) is a widely used algorithm for solving expensive black-box optimization problems. However, its performance decreases significantly on high-dimensional problems due to the inherent high-dimensionality of the…
Because of its sample efficiency, Bayesian optimization (BO) has become a popular approach dealing with expensive black-box optimization problems, such as hyperparameter optimization (HPO). Recent empirical experiments showed that the loss…
In many applications, ranging from logistics to engineering, a designer is faced with a sequence of optimization tasks for which the objectives are in the form of black-box functions that are costly to evaluate. Furthermore, higher-fidelity…
Optimization of high-dimensional black-box functions is an extremely challenging problem. While Bayesian optimization has emerged as a popular approach for optimizing black-box functions, its applicability has been limited to…
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…
Bayesian optimization (BO) is a class of global optimization algorithms, suitable for minimizing an expensive objective function in as few function evaluations as possible. While BO budgets are typically given in iterations, this implicitly…
Bayesian optimization is a popular black-box optimization method for parameter learning in control and robotics. It typically requires an objective function that reflects the user's optimization goal. However, in practical applications,…
A body of work has been done to automate machine learning algorithm to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide…
Bayesian Optimization (BO) is an efficient tool for optimizing black-box functions, but its theoretical guarantees typically hold in the asymptotic regime. In many critical real-world applications such as drug discovery or materials design,…