Related papers: Non-Myopic Multi-Objective Bayesian Optimization
Multi-Source Bayesian Optimization (MSBO) serves as a variant of the traditional Bayesian Optimization (BO) framework applicable to situations involving optimization of an objective black-box function over multiple information sources such…
We propose a nested weighted Tchebycheff Multi-objective Bayesian optimization framework where we build a regression model selection procedure from an ensemble of models, towards better estimation of the uncertain parameters of the…
Bayesian Optimization (BO) in high-dimensional spaces remains fundamentally limited by the curse of dimensionality and the rigidity of global low-dimensional assumptions. While Random EMbedding Bayesian Optimization (REMBO) mitigates this…
Bayesian optimization (BO) is a global optimization strategy designed to find the minimum of an expensive black-box function, typically defined on a compact subset of $\mathcal{R}^d$, by using a Gaussian process (GP) as a surrogate model…
We present a multi-objective Bayesian optimisation algorithm that allows the user to express preference-order constraints on the objectives of the type "objective A is more important than objective B". These preferences are defined based on…
Bayesian Optimization (BO) is a technique for sample-efficient black-box optimization that employs probabilistic models to identify promising input locations for evaluation. When dealing with composite-structured functions, such as f=g o h,…
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…
Automatic Machine Learning (Auto-ML) systems tackle the problem of automating the design of prediction models or pipelines for data science. In this paper, we present Lifelong Bayesian Optimization (LBO), an online, multitask Bayesian…
We propose a multi-objective optimization algorithm aimed at achieving good anytime performance over a wide range of problems. Performance is assessed in terms of the hypervolume metric. The algorithm called HMO-CMA-ES represents a hybrid…
Bayesian optimization (BO) is a class of global optimization algorithms, suitable for minimizing an expensive objective function in as few function evaluations as possible. While BO budgets are typically given in iterations, this implicitly…
The goal of Multi-task Bayesian Optimization (MBO) is to minimize the number of queries required to accurately optimize a target black-box function, given access to offline evaluations of other auxiliary functions. When offline datasets are…
We introduce the algorithm Bayesian Optimization (BO) with Fictitious Play (BOFiP) for the optimization of high dimensional black box functions. BOFiP decomposes the original, high dimensional, space into several sub-spaces defined by…
Bandit methods for black-box optimisation, such as Bayesian optimisation, are used in a variety of applications including hyper-parameter tuning and experiment design. Recently, \emph{multi-fidelity} methods have garnered considerable…
Many crucial scientific problems involve designing novel molecules with desired properties, which can be formulated as a black-box optimization problem over the discrete chemical space. In practice, multiple conflicting objectives and…
We propose MUMBO, the first high-performing yet computationally efficient acquisition function for multi-task Bayesian optimization. Here, the challenge is to perform efficient optimization by evaluating low-cost functions somehow related…
This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…
Neuromorphic computing hardware enables edge computing and can be implemented in flexible electronics for novel applications. Metal oxide materials are promising candidates for fabricating flexible neuromorphic electronics, but suffer from…
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…
Bayesian optimization (BO) is among the most effective and widely-used blackbox optimization methods. BO proposes solutions according to an explore-exploit trade-off criterion encoded in an acquisition function, many of which are computed…
Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…