Related papers: Robust expected improvement for Bayesian optimizat…

BayesianOptimization(BO) is a sample-efficient black-box optimizer, and extensive methods have been proposed to build the absolute function response of the black-box function through a probabilistic surrogate model, including…

Bayesian Optimization (BO) methods are useful for optimizing functions that are expen- sive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Bayesian optimization (BO) methods often rely on the assumption that the objective function is well-behaved, but in practice, this is seldom true for real-world objectives even if noise-free observations can be collected. Common approaches,…

The expected improvement (EI) is one of the most popular acquisition functions for Bayesian optimization (BO) and has demonstrated good empirical performances in many applications for the minimization of simple regret. However, under the…

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points…

Bayesian optimization is a sample-efficient method for finding a global optimum of an expensive-to-evaluate black-box function. A global solution is found by accumulating a pair of query point and its function value, repeating these two…

Bayesian optimization (BO) is a popular method for black-box optimization, which relies on uncertainty as part of its decision-making process when deciding which experiment to perform next. However, not much work has addressed the effect of…

Bayesian optimization (BO) with Gaussian process (GP) surrogate models is a powerful black-box optimization method. Acquisition functions are a critical part of a BO algorithm as they determine how the new samples are selected. Some of the…

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…

Bayesian Optimization (BO), guided by Gaussian process (GP) surrogates, has proven to be an invaluable technique for efficient, high-dimensional, black-box optimization, a critical problem inherent to many applications such as industrial…

Bayesian Optimization (BO) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

Bayesian optimization (BO) is a popular approach for expensive black-box optimization, with applications including parameter tuning, experimental design, robotics. BO usually models the objective function by a Gaussian process (GP), and…

Bayesian optimization (BO) has become an indispensable tool for autonomous decision-making across diverse applications from autonomous vehicle control to accelerated drug and materials discovery. With the growing interest in self-driving…

We consider the problem of finding an input to a stochastic black box function such that the scalar output of the black box function is as close as possible to a target value in the sense of the expected squared error. While the…

Bayesian Optimization (BO) is a principled framework for optimizing expensive black-box functions, with Expected Improvement (EI) among its most widely used acquisition functions. Despite its empirical success, EI is agnostic to first-order…

Bayesian Optimization (BO) is used to find the global optima of black box functions. In this work, we propose a practical BO method of function compositions where the form of the composition is known but the constituent functions are…

Bayesian optimization (BO) is one of the most powerful strategies to solve computationally expensive-to-evaluate blackbox optimization problems. However, BO methods are conventionally used for optimization problems of small dimension…

Bayesian optimization (BO) is a popular algorithm for solving challenging optimization tasks. It is designed for problems where the objective function is expensive to evaluate, perhaps not available in exact form, without gradient…

Existing Bayesian Optimization (BO) methods typically balance exploration and exploitation to optimize costly objective functions. However, these methods often suffer from a significant one-step bias, which may lead to convergence towards…

Expected improvement (EI) is one of the most widely used acquisition functions in Bayesian optimization (BO). Despite its proven success in applications for decades, important open questions remain on the theoretical convergence behaviors…