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The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…

Machine Learning · Computer Science 2021-01-19 Vu Nguyen , Sebastian Schulze , Michael A Osborne

Automatic Machine Learning (Auto-ML) systems tackle the problem of automating the design of prediction models or pipelines for data science. In this paper, we present Lifelong Bayesian Optimization (LBO), an online, multitask Bayesian…

Machine Learning · Statistics 2019-06-24 Yao Zhang , James Jordon , Ahmed M. Alaa , Mihaela van der Schaar

Reinforcement learning algorithms can show strong variation in performance between training runs with different random seeds. In this paper we explore how this affects hyperparameter optimization when the goal is to find hyperparameter…

Machine Learning · Computer Science 2020-07-31 Lars Hertel , Pierre Baldi , Daniel L. Gillen

Offline reinforcement learning (RL) is crucial for real-world applications where exploration can be costly or unsafe. However, offline learned policies are often suboptimal, and further online fine-tuning is required. In this paper, we…

Machine Learning · Computer Science 2024-06-03 Hao Hu , Yiqin Yang , Jianing Ye , Chengjie Wu , Ziqing Mai , Yujing Hu , Tangjie Lv , Changjie Fan , Qianchuan Zhao , Chongjie Zhang

Learning for control can acquire controllers for novel robotic tasks, paving the path for autonomous agents. Such controllers can be expert-designed policies, which typically require tuning of parameters for each task scenario. In this…

Robotics · Computer Science 2020-08-20 Akshara Rai , Rika Antonova , Franziska Meier , Christopher G. Atkeson

Bayesian Optimization (BO) is a common approach for hyperparameter optimization (HPO) in automated machine learning. Although it is well-accepted that HPO is crucial to obtain well-performing machine learning models, tuning BO's own…

Machine Learning · Computer Science 2019-08-20 Marius Lindauer , Matthias Feurer , Katharina Eggensperger , André Biedenkapp , Frank Hutter

While reinforcement learning (RL) holds great potential for decision making in the real world, it suffers from a number of unique difficulties which often need specific consideration. In particular: it is highly non-stationary; suffers from…

Machine Learning · Computer Science 2025-04-16 Alexander David Goldie , Chris Lu , Matthew Thomas Jackson , Shimon Whiteson , Jakob Nicolaus Foerster

In order to improve reproducibility, deep reinforcement learning (RL) has been adopting better scientific practices such as standardized evaluation metrics and reporting. However, the process of hyperparameter optimization still varies…

Machine Learning · Computer Science 2023-06-05 Theresa Eimer , Marius Lindauer , Roberta Raileanu

Recent breakthroughs both in reinforcement learning and trajectory optimization have made significant advances towards real world robotic system deployment. Reinforcement learning (RL) can be applied to many problems without needing any…

Robotics · Computer Science 2019-10-23 Guillaume Bellegarda , Katie Byl

Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

Machine Learning · Computer Science 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau

Learning to optimize (L2O) is an emerging approach that leverages machine learning to develop optimization methods, aiming at reducing the laborious iterations of hand engineering. It automates the design of an optimization method based on…

Optimization and Control · Mathematics 2021-07-05 Tianlong Chen , Xiaohan Chen , Wuyang Chen , Howard Heaton , Jialin Liu , Zhangyang Wang , Wotao Yin

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…

Machine Learning · Statistics 2012-08-30 Jasper Snoek , Hugo Larochelle , Ryan P. Adams

Deep reinforcement learning (RL) approaches have been broadly applied to a large number of robotics tasks, such as robot manipulation and autonomous driving. However, an open problem in deep RL is learning policies that are robust to…

Robotics · Computer Science 2023-12-19 Rohan Banerjee , Prishita Ray , Mark Campbell

Learning to Optimize (L2O) stands at the intersection of traditional optimization and machine learning, utilizing the capabilities of machine learning to enhance conventional optimization techniques. As real-world optimization problems…

Optimization and Control · Mathematics 2024-05-27 Xiaohan Chen , Jialin Liu , Wotao Yin

Any industrial system goes along with objectives to be met (e.g. economic performance), disturbances to handle (e.g. market fluctuations, catalyst decay, unexpected variations in uncontrolled flow rates and compositions,...), and…

Optimization and Control · Mathematics 2021-08-20 Aris Papasavvas

Controller tuning is crucial for closed-loop performance but often involves manual adjustments. Although Bayesian optimization (BO) has been established as a data-efficient method for automated tuning, applying it to large and…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Alexander von Rohr , David Stenger , Dominik Scheurenberg , Sebastian Trimpe

Online field experiments are the gold-standard way of evaluating changes to real-world interactive machine learning systems. Yet our ability to explore complex, multi-dimensional policy spaces - such as those found in recommendation and…

Machine Learning · Statistics 2019-04-30 Benjamin Letham , Eytan Bakshy

Many advances that have improved the robustness and efficiency of deep reinforcement learning (RL) algorithms can, in one way or another, be understood as introducing additional objectives or constraints in the policy optimization step.…

Industry has always been in the pursuit of becoming more economically efficient and the current focus has been to reduce human labour using modern technologies. Even with cutting edge technologies, which range from packaging robots to AI…

Multiagent Systems · Computer Science 2019-10-22 Leonardo A. Espinosa Leal , Magnus Westerlund , Anthony Chapman

Optimal setting of several hyper-parameters in machine learning algorithms is key to make the most of available data. To this aim, several methods such as evolutionary strategies, random search, Bayesian optimization and heuristic rules of…

Machine Learning · Computer Science 2021-12-16 Juan Cruz Barsce , Jorge A. Palombarini , Ernesto C. Martínez
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