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The PC algorithm is a popular method for learning the structure of Gaussian Bayesian networks. It carries out statistical tests to determine absent edges in the network. It is hence governed by two parameters: (i) The type of test, and (ii)…
Constrained Bayesian optimization (CBO) methods have seen significant success in black-box optimization with constraints. One of the most commonly used CBO methods is the constrained expected improvement (CEI) algorithm. CEI is a natural…
Bayesian optimization (BO) is a typical approach to solve expensive optimization problems. In each iteration of BO, a Gaussian process(GP) model is trained using the previously evaluated solutions; then next candidate solutions for…
Bayesian optimization (BO) is a well-established method to optimize black-box functions whose direct evaluations are costly. In this paper, we tackle the problem of incorporating expert knowledge into BO, with the goal of further…
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…
Bayesian optimization (BO) has been broadly applied to computational expensive problems, but it is still challenging to extend BO to high dimensions. Existing works are usually under strict assumption of an additive or a linear embedding…
Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…
Optimizing objectives under constraints, where both the objectives and constraints are black box functions, is a common scenario in real-world applications such as scientific experimental design, design of medical therapies, and industrial…
In many real-world scenarios, decision makers seek to efficiently optimize multiple competing objectives in a sample-efficient fashion. Multi-objective Bayesian optimization (BO) is a common approach, but many of the best-performing…
Extending Bayesian optimization to batch evaluation can enable the designer to make the most use of parallel computing technology. However, most of current batch approaches do not scale well with the batch size. That is, their performances…
Bayesian optimization (BO) is a popular global optimization scheme for sample-efficient optimization in domains with expensive function evaluations. The existing BO techniques are capable of finding a single global optimum solution.…
In this thesis, I explore the possibilities of conducting Bayesian optimization techniques in high dimensional domains. Although high dimensional domains can be defined to be between hundreds and thousands of dimensions, we will primarily…
Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO…
Bayesian optimization (BO) has gained attention as an efficient algorithm for black-box optimization of expensive-to-evaluate systems, where the BO algorithm iteratively queries the system and suggests new trials based on a probabilistic…
Bayesian optimization (BO) is a powerful technology for optimizing noisy expensive-to-evaluate black-box functions, with a broad range of real-world applications in science, engineering, economics, manufacturing, and beyond. In this paper,…
Bayesian Optimization (BO) is a principled framework for optimizing expensive black-box functions, with Expected Improvement (EI) among its most widely used acquisition functions. Despite its empirical success, EI is agnostic to first-order…
Bayesian Optimisation (BO) is a technique used in optimising a $D$-dimensional function which is typically expensive to evaluate. While there have been many successes for BO in low dimensions, scaling it to high dimensions has been…
In this article, we present a framework for taking into account user preferences in multi-objective Bayesian optimization in the case where the objectives are expensive-to-evaluate black-box functions. A novel expected improvement criterion…
Recent advances in computationally efficient non-myopic Bayesian optimization (BO) improve query efficiency over traditional myopic methods like expected improvement while only modestly increasing computational cost. These advances have…
Bayesian optimization (BO) offers an elegant approach for efficiently optimizing black-box functions. However, acquisition criteria demand their own challenging inner-optimization, which can induce significant overhead. Many practical BO…