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Finding optimal parameter configurations for tunable GPU kernels is a non-trivial exercise for large search spaces, even when automated. This poses an optimization task on a non-convex search space, using an expensive to evaluate function…

Machine Learning · Computer Science 2021-12-01 Floris-Jan Willemsen , Rob van Nieuwpoort , Ben van Werkhoven

Existing work on data-driven optimization focuses on problems in static environments, but little attention has been paid to problems in dynamic environments. This paper proposes a data-driven optimization algorithm to deal with the…

Neural and Evolutionary Computing · Computer Science 2020-12-29 Cuie Yang , Jinliang Ding , Yaochu Jin , Tianyou Chai

We present a tutorial on Bayesian optimization, a method of finding the maximum of expensive cost functions. Bayesian optimization employs the Bayesian technique of setting a prior over the objective function and combining it with evidence…

Machine Learning · Computer Science 2010-12-14 Eric Brochu , Vlad M. Cora , Nando de Freitas

This paper presents a method for identifying mechanical parameters of robots or objects, such as their mass and friction coefficients. Key features are the use of off-the-shelf physics engines and the adaptation of a Bayesian optimization…

Robotics · Computer Science 2018-06-14 Shaojun Zhu , Andrew Kimmel , Kostas E. Bekris , Abdeslam Boularias

Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…

Artificial Intelligence · Computer Science 2022-02-28 J. Qing , I. Couckuyt , T. Dhaene

In recent years, solving optimization problems involving black-box simulators has become a point of focus for the machine learning community due to their ubiquity in science and engineering. The simulators describe a forward process…

Machine Learning · Computer Science 2024-06-07 Fabio Valerio Massoli , Tim Bakker , Thomas Hehn , Tribhuvanesh Orekondy , Arash Behboodi

Bayesian optimization has proven to be a highly effective methodology for the global optimization of unknown, expensive and multimodal functions. The ability to accurately model distributions over functions is critical to the effectiveness…

Machine Learning · Statistics 2014-06-13 Jasper Snoek , Kevin Swersky , Richard S. Zemel , Ryan P. Adams

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

Particle accelerators are invaluable discovery engines in the chemical, biological and physical sciences. Characterization of the accelerated beam response to accelerator input parameters is of-ten the first step when conducting…

Active policy search combines the trial-and-error methodology from policy search with Bayesian optimization to actively find the optimal policy. First, policy search is a type of reinforcement learning which has become very popular for…

Robotics · Computer Science 2024-02-13 Ruben Martinez-Cantin

Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

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

Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian…

Computation · Statistics 2025-06-03 Yezhuo Li , Qiong Zhang , Madhura Limaye , Gang Li

Bayesian optimization is an elegant solution to the hyperparameter optimization problem in machine learning. Building a reliable and robust Bayesian optimization service requires careful testing methodology and sound statistical analysis.…

Machine Learning · Computer Science 2016-05-23 Ian Dewancker , Michael McCourt , Scott Clark , Patrick Hayes , Alexandra Johnson , George Ke

Network structure optimization is a fundamental task in complex network analysis. However, almost all the research on Bayesian optimization is aimed at optimizing the objective functions with vectorial inputs. In this work, we first present…

Machine Learning · Statistics 2018-11-07 Jiaxu Cui , Bo Yang

This paper shows how the Bayesian network paradigm can be used in order to solve combinatorial optimization problems. To do it some methods of structure learning from data and simulation of Bayesian networks are inserted inside Estimation…

Artificial Intelligence · Computer Science 2013-01-18 Pedro Larrañaga , Ramon Etxeberria , Jose A. Lozano , Jose M. Pena

We consider the speed planning problem for a robotic manipulator. In particular, we present an algorithm for finding the time-optimal speed law along an assigned path that satisfies velocity and acceleration constraints and respects the…

Robotics · Computer Science 2018-10-04 Luca Consolini , Marco Locatelli , Andrea Minari , Akos Nagy , Istvan Vajk

This thesis focuses on Bayesian optimization with the improvements coming from two aspects:(i) the use of derivative information to accelerate the optimization convergence; and (ii) the consideration of scalable GPs for handling massive…

Machine Learning · Computer Science 2024-12-09 Ang Yang

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…

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