Related papers: Batched Bayesian optimization by maximizing the pr…
Bayesian optimization (BO) is a popular method to optimize expensive black-box functions. It efficiently tunes machine learning algorithms under the implicit assumption that hyperparameter evaluations cost approximately the same. In…
In applications such as molecule design or drug discovery, it is desirable to have an algorithm which recommends new candidate molecules based on the results of past tests. These molecules first need to be synthesized and then tested for…
We develop BatchBALD, a tractable approximation to the mutual information between a batch of points and model parameters, which we use as an acquisition function to select multiple informative points jointly for the task of deep Bayesian…
This paper studies the problem of globally optimizing a variable of interest that is part of a causal model in which a sequence of interventions can be performed. This problem arises in biology, operational research, communications and,…
We propose a framework for the configuration and operation of expensive-to-evaluate advanced manufacturing methods, based on Bayesian optimization. The framework unifies a tailored acquisition function, a parallel acquisition procedure, and…
Bayesian optimisation (BO) is widely used to optimise stochastic black box functions. While most BO approaches focus on optimising conditional expectations, many applications require risk-averse strategies and alternative criteria…
Sparse Gaussian Processes are a key component of high-throughput Bayesian Optimisation (BO) loops; however, we show that existing methods for allocating their inducing points severely hamper optimisation performance. By exploiting the…
We have developed a Bayesian optimization (BO) workflow that integrates intra-step noise optimization into automated experimental cycles. Traditional BO approaches in automated experiments focus on optimizing experimental trajectories but…
Optimizing expensive-to-evaluate black-box functions of discrete (and potentially continuous) design parameters is a ubiquitous problem in scientific and engineering applications. Bayesian optimization (BO) is a popular, sample-efficient…
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…
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…
The practical use of Bayesian Optimization (BO) in engineering applications imposes special requirements: high sampling efficiency on the one hand and finding a robust solution on the other hand. We address the case of adversarial…
Bayesian optimization (BO) is a widely used approach to hyperparameter optimization (HPO). However, most existing HPO methods only incorporate expert knowledge during initialization, limiting practitioners' ability to influence the…
Recent advances have extended the scope of Bayesian optimization (BO) to expensive-to-evaluate black-box functions with dozens of dimensions, aspiring to unlock impactful applications, for example, in the life sciences, neural architecture…
This paper proposes the incremental Bayesian optimization algorithm (iBOA), which modifies standard BOA by removing the population of solutions and using incremental updates of the Bayesian network. iBOA is shown to be able to learn and…
Bayesian Optimization (BO) is an efficient tool for optimizing black-box functions, but its theoretical guarantees typically hold in the asymptotic regime. In many critical real-world applications such as drug discovery or materials design,…
Bayesian optimization (BO) is a powerful and data-efficient method for iterative materials discovery and design, particularly valuable when prior knowledge is limited, underlying functional relationships are complex or unknown, and the cost…
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…
BayesianOptimization(BO) is a sample-efficient black-box optimizer, and extensive methods have been proposed to build the absolute function response of the black-box function through a probabilistic surrogate model, including…
Optimizing multiple, non-preferential objectives for mixed-variable, expensive black-box problems is important in many areas of engineering and science. The expensive, noisy, black-box nature of these problems makes them ideal candidates…