Related papers: Indirect Query Bayesian Optimization with Integrat…
Bayesian optimization (BO) is a well-established method to optimize black-box functions whose direct evaluations are costly. In this paper, we tackle the problem of incorporating expert knowledge into BO, with the goal of further…
Black box optimization (BBO) focuses on optimizing unknown functions in high-dimensional spaces. In many applications, sampling the unknown function is expensive, imposing a tight sample budget. Ongoing work is making progress on reducing…
Many real-world optimisation problems are defined over both categorical and continuous variables, yet efficient optimisation methods such asBayesian Optimisation (BO) are not designed tohandle such mixed-variable search spaces. Recent…
Bayesian optimization (BO) is a popular global optimization scheme for sample-efficient optimization in domains with expensive function evaluations. The existing BO techniques are capable of finding a single global optimum solution.…
Bayesian Optimization (BO) is an effective method for finding the global optimum of expensive black-box functions. However, it is well known that applying BO to high-dimensional optimization problems is challenging. To address this issue, a…
Bayesian optimization has emerged as a prominent methodology for optimizing expensive black-box functions by leveraging Gaussian process surrogates, which focus on capturing the global characteristics of the objective function. However, in…
Causal Bayesian Optimization (CBO) is a methodology designed to optimize an outcome variable by leveraging known causal relationships through targeted interventions. Traditional CBO methods require a fully and accurately specified causal…
We propose a novel information-theoretic approach for Bayesian optimization called Predictive Entropy Search (PES). At each iteration, PES selects the next evaluation point that maximizes the expected information gained with respect to the…
We consider Bayesian optimization of the output of a network of functions, where each function takes as input the output of its parent nodes, and where the network takes significant time to evaluate. Such problems arise, for example, in…
Bayesian optimization (BO) has been widely used to optimize expensive and gradient-free objective functions across various domains. However, existing BO methods have not addressed the objective where both inputs and outputs are functions,…
Bayesian Optimization (BO) is a sample-efficient black-box optimizer commonly used in search spaces where hyperparameters are independent. However, in many practical AutoML scenarios, there will be dependencies among hyperparameters,…
In this paper, we consider improving the efficiency of information-based autonomous robot exploration in unknown and complex environments. We first utilize Gaussian process (GP) regression to learn a surrogate model to infer the…
Black-box optimization in science and engineering often comes with side information: experts, simulators, pretrained predictors, or heuristics can suggest which candidates look promising. This information can accelerate search, but it can…
This paper studies an entropy-based multi-objective Bayesian optimization (MBO). The entropy search is successful approach to Bayesian optimization. However, for MBO, existing entropy-based methods ignore trade-off among objectives or…
Bayesian optimization is a data-efficient technique that has been shown to be extremely powerful to optimize expensive, black-box, and possibly noisy objective functions. Many applications involve optimizing probabilities and mixtures which…
Motivated by the success of Bayesian optimisation algorithms in the Euclidean space, we propose a novel approach to construct Intrinsic Bayesian optimisation (In-BO) on manifolds with a primary focus on complex constrained domains or…
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…
Bayesian optimization is an effective method to efficiently optimize unknown objective functions with high evaluation costs. Traditional Bayesian optimization algorithms select one point per iteration for single objective function, whereas…
Bayesian optimization (BO) is an efficient method to optimize expensive black-box functions. It has been generalized to scenarios where objective function evaluations return stochastic binary feedback, such as success/failure in a given…
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…