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Bayesian optimization (BO) methods choose sample points by optimizing an acquisition function derived from a statistical model of the objective. These acquisition functions are chosen to balance sampling regions with predicted good…

Machine Learning · Computer Science 2024-08-16 Darian Nwankwo , David Bindel

We propose a novel Bayesian Optimization approach for black-box functions with an environmental variable whose value determines the tradeoff between evaluation cost and the fidelity of the evaluations. Further, we use a novel approach to…

Machine Learning · Statistics 2018-05-16 Mark McLeod , Michael A. Osborne , Stephen J. Roberts

Changing conditions or environments can cause system dynamics to vary over time. To ensure optimal control performance, controllers should adapt to these changes. When the underlying cause and time of change is unknown, we need to rely on…

Machine Learning · Computer Science 2023-06-28 Paul Brunzema , Alexander von Rohr , Sebastian Trimpe

Bayesian Optimization (BO) is a popular approach to optimizing expensive-to-evaluate black-box functions. Despite the success of BO, its performance may decrease exponentially as the dimensionality increases. A common framework to tackle…

Machine Learning · Computer Science 2024-12-24 Quoc-Anh Hoang Nguyen , The Hung Tran

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

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

Many real-world experimental design problems (a) evaluate multiple experimental conditions in parallel and (b) replicate each condition multiple times due to large and heteroscedastic observation noise. Given a fixed total budget, this…

One of the main goals of sequential, multiple assignment, randomized trials (SMART) is to find the most efficacious design embedded dynamic treatment regimes. The analysis method known as multiple comparisons with the best (MCB) allows…

Methodology · Statistics 2020-08-07 William J. Artman , Ashkan Ertefaie , Kevin G. Lynch , James R. McKay

Bayesian experimental design is a technique that allows to efficiently select measurements to characterize a physical system by maximizing the expected information gain. Recent developments in deep neural networks and normalizing flows…

Quantum Physics · Physics 2023-06-27 Leopoldo Sarra , Florian Marquardt

We propose a practical Bayesian optimization method using Gaussian process regression, of which the marginal likelihood is maximized where the number of model selection steps is guided by a pre-defined threshold. Since Bayesian optimization…

Machine Learning · Statistics 2020-10-19 Jungtaek Kim , Seungjin Choi

A large body of literature has proved that the Bayesian optimization framework is especially efficient and effective in analog circuit synthesis. However, most of the previous research works only focus on designing informative surrogate…

Systems and Control · Electrical Eng. & Systems 2021-09-03 Shuhan Zhang , Fan Yang , Changhao Yan , Dian Zhou , Xuan Zeng

Bayesian optimization (BO) is a popular approach for expensive black-box optimization, with applications including parameter tuning, experimental design, robotics. BO usually models the objective function by a Gaussian process (GP), and…

Machine Learning · Statistics 2020-01-22 Chao Qian , Hang Xiong , Ke Xue

Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…

Machine Learning · Computer Science 2019-12-02 Dang Nguyen , Sunil Gupta , Santu Rana , Alistair Shilton , Svetha Venkatesh

It is commonly believed that Bayesian optimization (BO) algorithms are highly efficient for optimizing numerically costly functions. However, BO is not often compared to widely different alternatives, and is mostly tested on narrow sets of…

Optimization and Control · Mathematics 2021-10-01 Rodolphe Le Riche , Victor Picheny

Materials design can be cast as an optimization problem with the goal of achieving desired properties, by varying material composition, microstructure morphology, and processing conditions. Existence of both qualitative and quantitative…

Computational Physics · Physics 2019-07-08 Akshay Iyer , Yichi Zhang , Aditya Prasad , Siyu Tao , Yixing Wang , Linda Schadler , L Catherine Brinson , Wei Chen

Complex system design problems, such as those involved in aerospace engineering, require the use of numerically costly simulation codes in order to predict the performance of the system to be designed. In this context, these codes are often…

Optimization and Control · Mathematics 2024-02-14 Loic Brevault , Mathieu Balesdent

Application domains of Bayesian optimization include optimizing black-box functions or very complex functions. The functions we are interested in describe complex real-world systems applied in industrial settings. Even though they do have…

Machine Learning · Computer Science 2021-06-14 Franz Brauße , Zurab Khasidashvili , Konstantin Korovin

Bayesian Optimization is methodology used in statistical modelling that utilizes a Gaussian process prior distribution to iteratively update a posterior distribution towards the true distribution of the data. Finding unbiased informative…

Machine Learning · Computer Science 2021-01-05 Ruduan Plug

Synthetic microbiomes offer new possibilities for modulating microbiota, to address the barriers in multidtug resistance (MDR) research. We present a Bayesian optimization approach to enable efficient searching over the space of synthetic…

Quantitative Methods · Quantitative Biology 2024-05-02 Nisha Pillai , Bindu Nanduri , Michael J Rothrock , Zhiqian Chen , Mahalingam Ramkumar

Bayesian optimization (BO) is an efficient framework for optimization of black-box objectives when function evaluations are costly and gradient information is not easily accessible. BO has been successfully applied to automate the task of…

Machine Learning · Computer Science 2024-07-09 Pallavi Mitra , Felix Biessmann