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An exciting branch of machine learning research focuses on methods for learning, optimizing, and integrating unknown functions that are difficult or costly to evaluate. A popular Bayesian approach to this problem uses a Gaussian process…

Machine Learning · Statistics 2018-04-02 Anqi Wu , Mikio C. Aoi , Jonathan W. Pillow

Personalised federated learning (FL) aims at collaboratively learning a machine learning model taylored for each client. Albeit promising advances have been made in this direction, most of existing approaches works do not allow for…

Machine Learning · Computer Science 2023-01-30 Nikita Kotelevskii , Maxime Vono , Eric Moulines , Alain Durmus

Information-based Bayesian optimization (BO) algorithms have achieved state-of-the-art performance in optimizing a black-box objective function. However, they usually require several approximations or simplifying assumptions (without…

Machine Learning · Computer Science 2021-08-02 Quoc Phong Nguyen , Zhaoxuan Wu , Bryan Kian Hsiang Low , Patrick Jaillet

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic…

Machine Learning · Statistics 2018-07-10 Peter I. Frazier

Bayesian optimization (BO) is a sample-efficient approach to optimizing costly-to-evaluate black-box functions. Most BO methods ignore how evaluation costs may vary over the optimization domain. However, these costs can be highly…

Machine Learning · Computer Science 2021-11-15 Raul Astudillo , Daniel R. Jiang , Maximilian Balandat , Eytan Bakshy , Peter I. Frazier

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…

Machine Learning · Statistics 2017-11-03 Luigi Acerbi , Wei Ji Ma

Approximate Bayesian computation (ABC) is a method for Bayesian inference when the likelihood is unavailable but simulating from the model is possible. However, many ABC algorithms require a large number of simulations, which can be costly.…

Machine Learning · Statistics 2018-10-15 Marko Järvenpää , Michael U. Gutmann , Arijus Pleska , Aki Vehtari , Pekka Marttinen

Federated learning (FL) is an approach to training machine learning models that takes advantage of multiple distributed datasets while maintaining data privacy and reducing communication costs associated with sharing local datasets.…

Machine Learning · Computer Science 2024-12-06 John Fischer , Marko Orescanin , Justin Loomis , Patrick McClure

Large language models (LLMs) have demonstrated remarkable potential in solving complex tasks across diverse domains, typically by employing agentic workflows that follow detailed instructions and operational sequences. However, constructing…

Bayesian Optimisation (BO) refers to a class of methods for global optimisation of a function $f$ which is only accessible via point evaluations. It is typically used in settings where $f$ is expensive to evaluate. A common use case for BO…

Machine Learning · Computer Science 2019-03-19 Kirthevasan Kandasamy , Willie Neiswanger , Jeff Schneider , Barnabas Poczos , Eric Xing

In many real-world problems, we want to infer some property of an expensive black-box function $f$, given a budget of $T$ function evaluations. One example is budget constrained global optimization of $f$, for which Bayesian optimization is…

Machine Learning · Statistics 2021-07-07 Willie Neiswanger , Ke Alexander Wang , Stefano Ermon

Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…

Machine Learning · Computer Science 2026-04-10 Colin Doumont , Donney Fan , Natalie Maus , Jacob R. Gardner , Henry Moss , Geoff Pleiss

High-fidelity complex engineering simulations are highly predictive, but also computationally expensive and often require substantial computational efforts. The mitigation of computational burden is usually enabled through parallelism in…

Machine Learning · Statistics 2021-02-08 Anh Tran , Mike Eldred , Tim Wildey , Scott McCann , Jing Sun , Robert J. Visintainer

Computational exploration of the compositional spaces of materials can provide guidance for synthetic research and thus accelerate the discovery of novel materials. Most approaches employ high-throughput sampling and focus on reducing the…

Bayesian optimization and Lipschitz optimization have developed alternative techniques for optimizing black-box functions. They each exploit a different form of prior about the function. In this work, we explore strategies to combine these…

Machine Learning · Computer Science 2020-07-29 Mohamed Osama Ahmed , Sharan Vaswani , Mark Schmidt

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…

Machine Learning · Computer Science 2022-04-26 Carl Hvarfner , Danny Stoll , Artur Souza , Marius Lindauer , Frank Hutter , Luigi Nardi

Bayesian optimisation is a popular approach for optimising expensive black-box functions. The next location to be evaluated is selected via maximising an acquisition function that balances exploitation and exploration. Gaussian processes,…

Machine Learning · Computer Science 2020-05-11 George De Ath , Jonathan E. Fieldsend , Richard M. Everson

Given a Hyperparameter Optimization(HPO) problem, how to design an algorithm to find optimal configurations efficiently? Bayesian Optimization(BO) and the multi-fidelity BO methods employ surrogate models to sample configurations based on…

Machine Learning · Computer Science 2024-02-22 Yang Zhang , Haiyang Wu , Yuekui Yang

Parameter settings profoundly impact the performance of machine learning algorithms and laboratory experiments. The classical grid search or trial-error methods are exponentially expensive in large parameter spaces, and Bayesian…

Machine Learning · Computer Science 2017-04-18 Vu Nguyen , Santu Rana , Sunil Gupta , Cheng Li , Svetha Venkatesh

Bayesian optimization (BO) is a powerful paradigm for derivative-free global optimization of a black-box objective function (BOF) that is expensive to evaluate. However, the overhead of BO can still be prohibitive for problems with highly…

Machine Learning · Computer Science 2019-12-18 Bin Liu