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Computational models in fields such as computational neuroscience are often evaluated via stochastic simulation or numerical approximation. Fitting these models implies a difficult optimization problem over complex, possibly noisy parameter…

Machine Learning · Statistics 2017-11-03 Luigi Acerbi , Wei Ji Ma

Bayesian Optimization (BO) is an effective method for optimizing expensive-to-evaluate black-box functions with a wide range of applications for example in robotics, system design and parameter optimization. However, scaling BO to problems…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Lukas P. Fröhlich , Edgar D. Klenske , Christian G. Daniel , Melanie N. Zeilinger

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…

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…

Machine Learning · Computer Science 2024-07-09 Pallavi Mitra , Felix Biessmann

Bayesian Optimization (BO) is a sample-efficient black-box optimizer commonly used in search spaces where hyperparameters are independent. However, in many practical AutoML scenarios, there will be dependencies among hyperparameters,…

Machine Learning · Computer Science 2025-01-28 Jiaxing Li , Wei Liu , Chao Xue , Yibing Zhan , Xiaoxing Wang , Weifeng Liu , Dacheng Tao

The performance of Bayesian optimization (BO), a highly sample-efficient method for expensive black-box problems, is critically governed by the selection of its hyperparameters, including the kernel and acquisition functions. This presents…

Machine Learning · Computer Science 2026-05-25 Joon-Hyun Park , Mujin Cheon , Jeongsu Wi , Dong-Yeun Koh

Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…

Machine Learning · Computer Science 2022-06-22 Arun Verma , Zhongxiang Dai , Bryan Kian Hsiang Low

Traditional scientific discovery relies on an iterative hypothesise-experiment-refine cycle that has driven progress for centuries, but its intuitive, ad-hoc implementation often wastes resources, yields inefficient designs, and misses…

Accelerated discovery in materials science demands autonomous systems capable of dynamically formulating and solving design problems. In this work, we introduce a novel framework that leverages Bayesian optimization over a problem…

Systems and Control · Electrical Eng. & Systems 2025-02-11 Danial Khatamsaz , Joseph Wagner , Brent Vela , Raymundo Arroyave , Douglas L. Allaire

Bayesian optimization (BO) is a powerful method for optimizing black-box manufacturing processes, but its performance is often limited when dealing with high-dimensional multi-stage systems, where we can observe intermediate outputs.…

Machine Learning · Computer Science 2026-05-19 Saksham Kiroriwal , Julius Pfrommer , Jürgen Beyerer

Uncertainty in state or model parameters is common in robotics and typically handled by acquiring system measurements that yield information about the uncertain quantities of interest. Inputs to a nonlinear dynamical system yield outcomes…

Robotics · Computer Science 2023-08-04 Parker Ewen , Gitesh Gunjal , Joey Wilson , Jinsun Liu , Challen Enninful Adu , Ram Vasudevan

Insurance products frequently cover significant claims arising from a variety of sources. To model losses from these products accurately, actuarial models must account for high-severity claims. A widely used strategy is to apply a mixture…

Methodology · Statistics 2025-04-30 Sébastien Jessup , Mélina Mailhot , Mathieu Pigeon

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…

Machine Learning · Computer Science 2021-09-02 Nadhir Hassen , Irina Rish

Bayesian optimization (BO) is an attractive machine learning framework for performing sample-efficient global optimization of black-box functions. The optimization process is guided by an acquisition function that selects points to acquire…

Machine Learning · Computer Science 2024-10-14 Felix Teufel , Carsten Stahlhut , Jesper Ferkinghoff-Borg

In many scientific and engineering domains, physical experiments are often costly, non-replicable, or time-consuming. The Kennedy and O'Hagan (KOH) model framework has become a widely used approach for combining simulator runs with limited…

Computation · Statistics 2026-03-18 Hao Zhu , Markus Hainy

Simulation-based inference (SBI) methods tackle complex scientific models with challenging inverse problems. However, SBI models often face a significant hurdle due to their non-differentiable nature, which hampers the use of gradient-based…

Machine Learning · Computer Science 2023-06-29 Vincent D. Zaballa , Elliot E. Hui

Bayesian optimization (BO) recently became popular in robotics to optimize control parameters and parametric policies in direct reinforcement learning due to its data efficiency and gradient-free approach. However, its performance may be…

Robotics · Computer Science 2019-10-14 Noémie Jaquier , Leonel Rozo , Sylvain Calinon , Mathias Bürger

The accelerated exploration of the materials space in order to identify configurations with optimal properties is an ongoing challenge. Current paradigms are typically centered around the idea of performing this exploration through…

Computational Physics · Physics 2018-12-05 Anjana Talapatra , Shahin Boluki , Thien Duong , Xiaoning Qian , Edward Dougherty , Raymundo Arróyave

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…

Machine Learning · Statistics 2019-10-17 Valerio Perrone , Iaroslav Shcherbatyi , Rodolphe Jenatton , Cedric Archambeau , Matthias Seeger

This paper applies the Bayesian Model Averaging (BMA) statistical ensemble technique to estimate small molecule solvation free energies. There is a wide range of methods available for predicting solvation free energies, ranging from…

Biomolecules · Quantitative Biology 2016-12-16 Luke J. Gosink , Christopher C. Overall , Sarah M. Reehl , Paul D. Whitney , David L. Mobley , Nathan A. Baker