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Bayesian optimization is a methodology for global optimization of unknown and expensive objectives. It combines a surrogate Bayesian regression model with an acquisition function to decide where to evaluate the objective. Typical regression…

Machine Learning · Computer Science 2023-04-04 Afonso Eduardo , Michael U. Gutmann

A Bayesian filtering algorithm is developed for a class of state-space systems that can be modelled via Gaussian mixtures. In general, the exact solution to this filtering problem involves an exponential growth in the number of mixture…

Machine Learning · Statistics 2023-07-03 Adrian G. Wills , Johannes Hendriks , Christopher Renton , Brett Ninness

Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…

Machine Learning · Computer Science 2024-12-25 Omer Ekmekcioglu , Nursen Aydin , Juergen Branke

Local optimization presents a promising approach to expensive, high-dimensional black-box optimization by sidestepping the need to globally explore the search space. For objective functions whose gradient cannot be evaluated directly,…

Machine Learning · Computer Science 2023-01-18 Quan Nguyen , Kaiwen Wu , Jacob R. Gardner , Roman Garnett

Optimization strategies driven by machine learning, such as Bayesian optimization, are being explored across experimental sciences as an efficient alternative to traditional design of experiment. When combined with automated laboratory…

Optimization and Control · Mathematics 2022-10-18 Riley J. Hickman , Matteo Aldeghi , Florian Häse , Alán Aspuru-Guzik

Bayesian optimization (BO) is a popular approach to optimize expensive-to-evaluate black-box functions. A significant challenge in BO is to scale to high-dimensional parameter spaces while retaining sample efficiency. A solution considered…

Machine Learning · Statistics 2020-10-26 Benjamin Letham , Roberto Calandra , Akshara Rai , Eytan Bakshy

We consider a human-assisted autonomy sensor fusion for dynamic target localization in a Bayesian framework. Autonomous sensor-based tracking systems can suffer from observability and target detection failure. Humans possess valuable…

Robotics · Computer Science 2024-10-08 Min-Won Seo , Solmaz S. Kia

In recent years, leveraging parallel and distributed computational resources has become essential to solve problems of high computational cost. Bayesian optimization (BO) has shown attractive results in those expensive-to-evaluate problems…

Machine Learning · Statistics 2020-06-25 Masahiro Nomura

Scanning Tunneling microscopy (STM) is a widely used tool for atomic imaging of novel materials and its surface energetics. However, the optimization of the imaging conditions is a tedious process due to the extremely sensitive tip-surface…

Applied Physics · Physics 2024-04-11 Ganesh Narasimha , Saban Hus , Arpan Biswas , Rama Vasudevan , Maxim Ziatdinov

The multi-level, multi-disciplinary and multi-fidelity optimization framework developed at Bombardier Aviation has shown great results to explore efficient and competitive aircraft configurations. This optimization framework has been…

Computational Engineering, Finance, and Science · Computer Science 2020-06-17 Remy Priem , Hugo Gagnon , Ian Chittick , Stephane Dufresne , Youssef Diouane , Nathalie Bartoli

Model-based sequential approaches to discrete "black-box" optimization, including Bayesian optimization techniques, often access the same points multiple times for a given objective function in interest, resulting in many steps to find the…

Machine Learning · Computer Science 2023-12-29 Keisuke Morita , Yoshihiko Nishikawa , Masayuki Ohzeki

We propose a Bayesian optimization algorithm for objective functions that are sums or integrals of expensive-to-evaluate functions, allowing noisy evaluations. These objective functions arise in multi-task Bayesian optimization for tuning…

Machine Learning · Computer Science 2018-03-26 Saul Toscano-Palmerin , Peter I. Frazier

Experimental design is central to science and engineering. A ubiquitous challenge is how to maximize the value of information obtained from expensive or constrained experimental settings. Bayesian optimal experimental design (OED) provides…

Methodology · Statistics 2026-02-13 Sofia Mäkinen , Andrew B. Duncan , Tapio Helin

We present an optimizer which uses Bayesian optimization to tune the system parameters of distributed stochastic gradient descent (SGD). Given a specific context, our goal is to quickly find efficient configurations which appropriately…

Machine Learning · Statistics 2016-12-04 Valentin Dalibard , Michael Schaarschmidt , Eiko Yoneki

Design optimisation potentially leads to lightweight aircraft structures with lower environmental impact. Due to the high number of design variables and constraints, these problems are ordinarily solved using gradient-based optimisation…

Computational Engineering, Finance, and Science · Computer Science 2024-01-23 Hauke Maathuis , Roeland De Breuker , Saullo G. P. Castro

The design and optimization of optical components, such as Bragg gratings, are critical for applications in telecommunications, sensing, and photonic circuits. To overcome the limitations of traditional design methods that rely heavily on…

Optics · Physics 2025-05-07 M. R. Mahani , Igor A. Nechepurenko , Thomas Flisgen , Andreas Wicht

Controller tuning is a labor-intensive process that requires human intervention and expert knowledge. Bayesian optimization has been applied successfully in different fields to automate this process. However, when tuning on hardware, such…

Systems and Control · Electrical Eng. & Systems 2025-03-12 Johanna Menn , Pietro Pelizzari , Michael Fleps-Dezasse , Sebastian Trimpe

Real-world robots are becoming increasingly complex and commonly act in poorly understood environments where it is extremely challenging to model or learn their true dynamics. Therefore, it might be desirable to take a task-specific…

Systems and Control · Computer Science 2017-09-25 Somil Bansal , Roberto Calandra , Ted Xiao , Sergey Levine , Claire J. Tomlin

Bayesian optimization techniques have been successfully applied to robotics, planning, sensor placement, recommendation, advertising, intelligent user interfaces and automatic algorithm configuration. Despite these successes, the approach…

Machine Learning · Statistics 2016-01-12 Ziyu Wang , Frank Hutter , Masrour Zoghi , David Matheson , Nando de Freitas

We consider different approaches to simulate a modern X-ray beamline. Several methodologies with increasing complexity are applied to discuss the relevant parameters that quantify the beamline performance. Parameters such as flux,…

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