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Setting regularization parameters for Lasso-type estimators is notoriously difficult, though crucial in practice. The most popular hyperparameter optimization approach is grid-search using held-out validation data. Grid-search however…
Bayesian optimization (BO) is a powerful framework for optimizing expensive black-box objectives, yet extending it to graph-structured domains remains challenging due to the discrete and combinatorial nature of graphs. Existing approaches…
Recent optimizers such as Lion and Muon have demonstrated strong empirical performance by normalizing gradient momentum via linear minimization oracles (LMOs). While variance reduction has been explored to accelerate LMO-based methods, it…
Bayesian Optimisation (BO) is a state-of-the-art global optimisation technique for black-box problems where derivative information is unavailable, and sample efficiency is crucial. However, improving the general scalability of BO has proved…
We introduce LAGO, a LocAl-Global Optimization algorithm that combines gradient-enhanced Bayesian Optimization (BO) with gradient-based trust region local refinement through an adaptive competition mechanism. At each iteration, global and…
For Bayesian optimization (BO) on high-dimensional data with complex structure, neural network-based kernels for Gaussian processes (GPs) have been used to learn flexible surrogate functions by the high representation power of deep…
This paper deals with the identification of linear stochastic dynamical systems, where the unknowns include system coefficients and noise variances. Conventional approaches that rely on the maximum likelihood estimation (MLE) require…
This paper presents an Improved Bayesian Optimization (IBO) algorithm to solve complex high-dimensional epidemic models' optimal control solution. Evaluating the total objective function value for disease control models with hundreds of…
Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…
Earth Observation (EO) has traditionally involved the transmission of a large volume of raw data to map the Earth surface. This results in congestion to the satellite network and delays in the availability of the results, invalidating the…
Extremely large-scale multiple-input-multiple-output (XL-MIMO) is a promising technique to achieve ultra-high spectral efficiency for future 6G communications. The mixed line-of-sight (LoS) and non-line-of-sight (NLoS) XL-MIMO near-field…
In decision-making problems, the outcome of an intervention often depends on the causal relationships between system components and is highly costly to evaluate. In such settings, causal Bayesian optimization (CBO) can exploit the causal…
Recent work reported that simple Bayesian optimization (BO) methods perform well for high-dimensional real-world tasks, seemingly contradicting prior work and tribal knowledge. This paper investigates why. We identify underlying challenges…
One of the consequences of network densification is more frequent handovers (HO). HO failures have a direct impact on the quality of service and are undesirable, especially in scenarios with strict latency, reliability, and robustness…
Many real-world multi-objective optimisation problems rely on computationally expensive function evaluations. Multi-objective Bayesian optimisation (BO) can be used to alleviate the computation time to find an approximated set of Pareto…
With the rapid development of Internet of Things (IoT), low earth orbit (LEO) satellite IoT is expected to provide low power, massive connectivity and wide coverage IoT applications. In this context, this paper provides a massive grant-free…
Bayesian Optimization (BO) is an effective approach for global optimization of black-box functions when function evaluations are expensive. Most prior works use Gaussian processes to model the black-box function, however, the use of kernels…
In high-dimensional statistics, variable selection recovers the latent sparse patterns from all possible covariate combinations. This paper proposes a novel optimization method to solve the exact L0-regularized regression problem, which is…
Bayesian Optimization (BO) is a common solution to search optimal hyperparameters based on sample observations of a machine learning model. Existing BO algorithms could converge slowly even collapse when the potential observation noise…
In seeking for sparse and efficient neural network models, many previous works investigated on enforcing L1 or L0 regularizers to encourage weight sparsity during training. The L0 regularizer measures the parameter sparsity directly and is…