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Bayesian Optimization has become the reference method for the global optimization of black box, expensive and possibly noisy functions. Bayesian Op-timization learns a probabilistic model about the objective function, usually a Gaussian…

Machine Learning · Statistics 2020-03-10 Antonio Candelieri , Ilaria Giordani , Riccardo Perego , Francesco Archetti

Bayesian optimization through Gaussian process regression is an effective method of optimizing an unknown function for which every measurement is expensive. It approximates the objective function and then recommends a new measurement point…

Machine Learning · Statistics 2017-05-17 Hildo Bijl , Thomas B. Schön , Jan-Willem van Wingerden , Michel Verhaegen

A black-box optimization algorithm such as Bayesian optimization finds extremum of an unknown function by alternating inference of the underlying function and optimization of an acquisition function. In a high-dimensional space, such…

Quantum Physics · Physics 2021-05-03 Syun Izawa , Koki Kitai , Shu Tanaka , Ryo Tamura , Koji Tsuda

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…

Machine Learning · Computer Science 2019-11-14 Majid Abdolshah , Alistair Shilton , Santu Rana , Sunil Gupta , Svetha Venkatesh

Particle accelerators are invaluable discovery engines in the chemical, biological and physical sciences. Characterization of the accelerated beam response to accelerator input parameters is of-ten the first step when conducting…

Analog layout synthesis faces significant challenges due to its dependence on manual processes, considerable time requirements, and performance instability. Current Bayesian Optimization (BO)-based techniques for analog layout synthesis,…

Artificial Intelligence · Computer Science 2024-12-09 Guojin Chen , Keren Zhu , Seunggeun Kim , Hanqing Zhu , Yao Lai , Bei Yu , David Z. Pan

Bayesian optimization offers a flexible framework to optimize an objective function that is expensive to be evaluated. A Bayesian optimizer iteratively queries the function values on its carefully selected points. Subsequently, it makes a…

Machine Learning · Computer Science 2019-06-25 Yang Li , Yaqiang Yao

Graph Bayesian optimization (BO) has shown potential as a powerful and data-efficient tool for neural architecture search (NAS). Most existing graph BO works focus on developing graph surrogates models, i.e., metrics of networks and/or…

Machine Learning · Computer Science 2025-05-30 Yilin Xie , Shiqiang Zhang , Jixiang Qing , Ruth Misener , Calvin Tsay

Bayesian optimization devolves the global optimization of a costly objective function to the global optimization of a sequence of acquisition functions. This inner-loop optimization can be catastrophically difficult if it involves posterior…

Machine Learning · Computer Science 2025-04-02 Taiwo A. Adebiyi , Bach Do , Ruda Zhang

The design of informatively rich input signals is essential for accurate system identification, yet classical Fisher-information-based methods are inherently local and often inadequate in the presence of significant model uncertainty and…

Statistics Theory · Mathematics 2025-12-15 Piotr Bania , Anna Wójcik

The partially observable constrained optimization problems (POCOPs) impede data-driven optimization techniques since an infeasible solution of POCOPs can provide little information about the objective as well as the constraints. We endeavor…

Machine Learning · Computer Science 2023-12-27 Shengbo Wang , Ke Li

This paper considers the optimal adaptive allocation of measurement effort for identifying the best among a finite set of options or designs. An experimenter sequentially chooses designs to measure and observes noisy signals of their…

Machine Learning · Computer Science 2018-06-11 Daniel Russo

Bayesian optimization (BO) is a model-based approach to sequentially optimize expensive black-box functions, such as the validation error of a deep neural network with respect to its hyperparameters. In many real-world scenarios, the…

Machine Learning · Statistics 2019-10-17 Valerio Perrone , Iaroslav Shcherbatyi , Rodolphe Jenatton , Cedric Archambeau , Matthias Seeger

This paper presents an automated method for optimizing parameters in analog/high-frequency circuits, aiming to maximize performance parameters of a radio-frequency (RF) receiver. The design target includes a reduction of power consumption…

Neural and Evolutionary Computing · Computer Science 2024-03-28 Mingi Kwon , Yeonjun Lee , Ickhyun Song

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

The performance of acquisition functions for Bayesian optimisation to locate the global optimum of continuous functions is investigated in terms of the Pareto front between exploration and exploitation. We show that Expected Improvement…

Machine Learning · Computer Science 2021-04-29 George De Ath , Richard M. Everson , Alma A. M. Rahat , Jonathan E. Fieldsend

This paper studies the problem of online performance optimization of constrained closed-loop control systems, where both the objective and the constraints are unknown black-box functions affected by exogenous time-varying contextual…

Machine Learning · Computer Science 2023-09-22 Wenjie Xu , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones

The surrogate-assisted optimization algorithm is a promising approach for solving expensive multi-objective optimization problems. However, most existing surrogate-assisted multi-objective optimization algorithms have three main drawbacks:…

Neural and Evolutionary Computing · Computer Science 2018-11-06 Xi Lin , Hui-Ling Zhen , Zhenhua Li , Qingfu Zhang , Sam Kwong

Design optimisation potentially leads to lightweight aircraft structures with lower environmental impact. Due to the high number of design variables and constraints, these problems are ordinarily solved using gradient-based optimisation…

Computational Engineering, Finance, and Science · Computer Science 2024-01-23 Hauke Maathuis , Roeland De Breuker , Saullo G. P. Castro

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…

Machine Learning · Computer Science 2023-01-18 Xavier Guidetti , Alisa Rupenyan , Lutz Fassl , Majid Nabavi , John Lygeros
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