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To handle with inverse problems, two probabilistic approaches have been proposed: the maximum entropy on the mean (MEM) and the Bayesian estimation (BAYES). The main object of this presentation is to compare these two approaches which are…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

With the rise of different language model architecture, fine-tuning is becoming even more important for down stream tasks Model gets messy, finding proper hyperparameters for fine-tuning. Although BO has been tried for hyperparameter…

Computation and Language · Computer Science 2025-05-26 Zishuo Bao , Yibo Liu , Changyutao Qiu

Bayesian optimization (BO) developed as an approach for the efficient optimization of expensive black-box functions without gradient information. A typical BO paper introduces a new approach and compares it to some alternatives on simulated…

Computation · Statistics 2023-10-17 Jiajie Kong , Tony Pourmohamad , Herbert K. H. Lee

This paper presents novel mixed-type Bayesian optimization (BO) algorithms to accelerate the optimization of a target objective function by exploiting correlated auxiliary information of binary type that can be more cheaply obtained, such…

Machine Learning · Statistics 2019-06-19 Yehong Zhang , Zhongxiang Dai , Kian Hsiang Low

We study Bayesian inverse problems with mixed noise, modeled as a combination of additive and multiplicative Gaussian components. While traditional inference methods often assume fixed or known noise characteristics, real-world…

Machine Learning · Computer Science 2025-10-17 Paul Hagemann , Robert Gruhlke , Bernhard Stankewitz , Claudia Schillings , Gabriele Steidl

Variational inference (VI) is a method to approximate the computationally intractable posterior distributions that arise in Bayesian statistics. Typically, VI fits a simple parametric distribution to the target posterior by minimizing an…

Machine Learning · Statistics 2023-07-18 Chirag Modi , Charles Margossian , Yuling Yao , Robert Gower , David Blei , Lawrence Saul

Many scientific and technological problems are related to optimization. Among them, black-box optimization in high-dimensional space is particularly challenging. Recent neural network-based black-box optimization studies have shown…

Neural and Evolutionary Computing · Computer Science 2024-01-30 Changhwi Park

Bayesian optimization has emerged at the forefront of expensive black-box optimization due to its data efficiency. Recent years have witnessed a proliferation of studies on the development of new Bayesian optimization algorithms and their…

Machine Learning · Computer Science 2022-11-14 Xilu Wang , Yaochu Jin , Sebastian Schmitt , Markus Olhofer

In a standard setting of Bayesian optimization (BO), the objective function evaluation is assumed to be highly expensive. Multi-fidelity Bayesian optimization (MFBO) accelerates BO by incorporating lower fidelity observations available with…

This paper studies an entropy-based multi-objective Bayesian optimization (MBO). The entropy search is successful approach to Bayesian optimization. However, for MBO, existing entropy-based methods ignore trade-off among objectives or…

Machine Learning · Computer Science 2020-02-12 Shinya Suzuki , Shion Takeno , Tomoyuki Tamura , Kazuki Shitara , Masayuki Karasuyama

The cross entropy (CE) method is a model based search method to solve optimization problems where the objective function has minimal structure. The Monte-Carlo version of the CE method employs the naive sample averaging technique which is…

Artificial Intelligence · Computer Science 2018-02-01 Ajin George Joseph , Shalabh Bhatnagar

Autonomous Experimentation Platforms (AEPs) are advanced manufacturing platforms that, under intelligent control, can sequentially search the material design space (MDS) and identify parameters with the desired properties. At the heart of…

Machine Learning · Computer Science 2023-02-28 Ahmed Shoyeb Raihan , Imtiaz Ahmed

In multi-objective Bayesian optimization and surrogate-based evolutionary algorithms, Expected HyperVolume Improvement (EHVI) is widely used as the acquisition function to guide the search approaching the Pareto front. This paper focuses on…

Machine Learning · Statistics 2019-01-25 Guang Zhao , Raymundo Arroyave , Xiaoning Qian

Bayesian optimization is a methodology to optimize black-box functions. Traditionally, it focuses on the setting where you can arbitrarily query the search space. However, many real-life problems do not offer this flexibility; in…

Bayesian optimization (BO) is a global optimization strategy designed to find the minimum of an expensive black-box function, typically defined on a compact subset of $\mathcal{R}^d$, by using a Gaussian process (GP) as a surrogate model…

Machine Learning · Statistics 2018-09-24 Eero Siivola , Aki Vehtari , Jarno Vanhatalo , Javier González , Michael Riis Andersen

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…

Machine Learning · Statistics 2016-11-16 Matthias Poloczek , Jialei Wang , Peter I. Frazier

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 a framework for global optimization of expensive-to-evaluate objective functions. Classical BO methods assume that the objective function is a black box. However, internal information about objective function…

Machine Learning · Computer Science 2022-01-04 Raul Astudillo , Peter I. Frazier

Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…

Machine Learning · Statistics 2019-05-10 Ali Hebbal , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Nouredine Melab

A solution that is only reliable under favourable conditions is hardly a safe solution. Min Max Optimization is an approach that returns optima that are robust against worst case conditions. We propose algorithms that perform Min Max…

Machine Learning · Computer Science 2021-07-30 Dorina Weichert , Alexander Kister