Related papers: Enhanced Bayesian Optimization via Preferential Mo…

Sample efficiency is one of the key factors when applying policy search to real-world problems. In recent years, Bayesian Optimization (BO) has become prominent in the field of robotics due to its sample efficiency and little prior…

Bayesian Optimization is the state of the art technique for the optimization of black boxes, i.e., functions where we do not have access to their analytical expression nor its gradients, they are expensive to evaluate and its evaluation is…

Bayesian optimization (BO) is a model-based approach for gradient-free black-box function optimization. Typically, BO is powered by a Gaussian process (GP), whose algorithmic complexity is cubic in the number of evaluations. Hence, GP-based…

Robotics and automation offer massive accelerations for solving intractable, multivariate scientific problems such as materials discovery, but the available search spaces can be dauntingly large. Bayesian optimization (BO) has emerged as a…

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…

We consider Bayesian optimization of expensive-to-evaluate experiments that generate vector-valued outcomes over which a decision-maker (DM) has preferences. These preferences are encoded by a utility function that is not known in closed…

Bayesian Optimization, the application of Bayesian function approximation to finding optima of expensive functions, has exploded in popularity in recent years. In particular, much attention has been paid to improving its efficiency on…

This paper deals with the identification of linear stochastic dynamical systems, where the unknowns include system coefficients and noise variances. Conventional approaches that rely on the maximum likelihood estimation (MLE) require…

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…

Adjustable hyperparameters of machine learning models typically impact various key trade-offs such as accuracy, fairness, robustness, or inference cost. Our goal in this paper is to find a configuration that adheres to user-specified limits…

Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…

Bayesian optimization (BO) has proven to be an effective paradigm for the global optimization of expensive-to-sample systems. One of the main advantages of BO is its use of Gaussian processes (GPs) to characterize model uncertainty which…

Bayesian optimization (BO) has become an established framework and popular tool for hyperparameter optimization (HPO) of machine learning (ML) algorithms. While known for its sample-efficiency, vanilla BO can not utilize readily available…

Probabilistic programming systems enable users to encode model structure and naturally reason about uncertainties, which can be leveraged towards improved Bayesian optimization (BO) methods. Here we present a probabilistic program embedding…

Bayesian Optimization (BO) is a widely used approach for blackbox optimization that leverages a Gaussian process (GP) model and an acquisition function to guide future sampling. While effective in low-dimensional settings, BO faces…

Bayesian optimization is a powerful optimization tool for problems where native first-order derivatives are unavailable. Recently, constrained Bayesian optimization (CBO) has been applied to many engineering applications where constraints…

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

Bayesian optimization (BO) is well known to be sample-efficient for solving black-box problems. However, the BO algorithms can sometimes get stuck in suboptimal solutions even with plenty of samples. Intrinsically, such suboptimal problem…

Bayesian Optimization (BO) is a data-driven strategy for minimizing/maximizing black-box functions based on probabilistic surrogate models. In the presence of safety constraints, the performance of BO crucially relies on tight probabilistic…

Bayesian Optimization (BO) is a key methodology for accelerating molecular discovery by estimating the mapping from molecules to their properties while seeking the optimal candidate. Typically, BO iteratively updates a probabilistic…