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Existing Bayesian Optimization (BO) methods typically balance exploration and exploitation to optimize costly objective functions. However, these methods often suffer from a significant one-step bias, which may lead to convergence towards…

Machine Learning · Computer Science 2025-10-23 Ruiyao Miao , Junren Xiao , Shiya Tsang , Hui Xiong , Yingnian Wu

This work studies how an AI-controlled dog-fighting agent with tunable decision-making parameters can learn to optimize performance against an intelligent adversary, as measured by a stochastic objective function evaluated on simulated…

Machine Learning · Computer Science 2017-08-01 Brett W. Israelsen , Nisar Ahmed , Kenneth Center , Roderick Green , Winston Bennett

Searching for accurate Machine and Deep Learning models is a computationally expensive and awfully energivorous process. A strategy which has been gaining recently importance to drastically reduce computational time and energy consumed is…

Machine Learning · Computer Science 2020-06-26 Antonio Candelieri , Riccardo Perego , Francesco Archetti

This work addresses weight optimization problem for fully-connected feed-forward neural networks. Unlike existing approaches that are based on back-propagation (BP) and chain rule gradient-based optimization (which implies iterative…

Machine Learning · Computer Science 2024-06-18 Slavisa Tomic , João Pedro Matos-Carvalho , Marko Beko

Modern machine learning algorithms usually involve tuning multiple (from one to thousands) hyperparameters which play a pivotal role in terms of model generalizability. Black-box optimization and gradient-based algorithms are two dominant…

Machine Learning · Computer Science 2021-02-19 Bin Gu , Guodong Liu , Yanfu Zhang , Xiang Geng , Heng Huang

In the context of deep learning, the costliest phase from a computational point of view is the full training of the learning algorithm. However, this process is to be used a significant number of times during the design of a new artificial…

Machine Learning · Computer Science 2019-07-02 Giorgia Franchini , Mathilde Galinier , Micaela Verucchi

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

Machine Learning · Statistics 2024-06-07 Huong Ha , Vu Nguyen , Hung Tran-The , Hongyu Zhang , Xiuzhen Zhang , Anton van den Hengel

Machine learning algorithms have made remarkable achievements in the field of artificial intelligence. However, most machine learning algorithms are sensitive to the hyper-parameters. Manually optimizing the hyper-parameters is a common…

Machine Learning · Computer Science 2020-03-05 Bozhou Chen , Kaixin Zhang , Longshen Ou , Chenmin Ba , Hongzhi Wang , Chunnan Wang

Bayesian Optimization (BO) is a common approach for hyperparameter optimization (HPO) in automated machine learning. Although it is well-accepted that HPO is crucial to obtain well-performing machine learning models, tuning BO's own…

Machine Learning · Computer Science 2019-08-20 Marius Lindauer , Matthias Feurer , Katharina Eggensperger , André Biedenkapp , Frank Hutter

It is typical for a machine learning system to have numerous hyperparameters that affect its learning rate and prediction quality. Finding a good combination of the hyperparameters is, however, a challenging job. This is mainly because…

Machine Learning · Computer Science 2019-08-08 Dobromir Marinov , Daniel Karapetyan

It is already reported in the literature that the performance of a machine learning algorithm is greatly impacted by performing proper Hyper-Parameter optimization. One of the ways to perform Hyper-Parameter optimization is by manual search…

Machine Learning · Computer Science 2020-05-26 Sayan Putatunda , Kiran Rama

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

Automated hyperparameter optimization (HPO) can support practitioners to obtain peak performance in machine learning models. However, there is often a lack of valuable insights into the effects of different hyperparameters on the final…

Machine Learning · Computer Science 2022-01-27 Julia Moosbauer , Julia Herbinger , Giuseppe Casalicchio , Marius Lindauer , Bernd Bischl

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

A novel machine learning optimization process coined Restrictive Federated Model Selection (RFMS) is proposed under the scenario, for example, when data from healthcare units can not leave the site it is situated on and it is forbidden to…

Machine Learning · Computer Science 2019-08-12 Xudong Sun , Andrea Bommert , Florian Pfisterer , Jörg Rahnenführer , Michel Lang , Bernd Bischl

Deep neural networks are getting larger. Their implementation on edge and IoT devices becomes more challenging and moved the community to design lighter versions with similar performance. Standard automatic design tools such as…

Machine Learning · Statistics 2023-01-18 Dounia Lakhmiri , Mahdi Zolnouri , Vahid Partovi Nia , Christophe Tribes , Sébastien Le Digabel

The Heston stochastic volatility model is a widely used tool in financial mathematics for pricing European options. However, its calibration remains computationally intensive and sensitive to local minima due to the model's nonlinear…

Analysis of PDEs · Mathematics 2026-04-21 Arman Zadgar , Somayeh Fallah , Farshid Mehrdoust , Juan E. Trinidad Segovia

The representational capacity of modern neural network architectures has made them a default choice in various applications with high dimensional feature sets. But these high dimensional and potentially noisy features combined with the…

Machine Learning · Computer Science 2020-10-13 Vinay Varma K

Bayesian optimization (BO) is a popular framework to optimize black-box functions. In many applications, the objective function can be evaluated at multiple fidelities to enable a trade-off between the cost and accuracy. To reduce the…

Machine Learning · Computer Science 2020-12-11 Shibo Li , Wei Xing , Mike Kirby , Shandian Zhe

Artificial neural networks have gone through a recent rise in popularity, achieving state-of-the-art results in various fields, including image classification, speech recognition, and automated control. Both the performance and…

Neural and Evolutionary Computing · Computer Science 2016-11-08 Sean C. Smithson , Guang Yang , Warren J. Gross , Brett H. Meyer