Related papers: Constrained multi-fidelity Bayesian optimization w…
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 (BO) is a popular approach to optimize expensive-to-evaluate black-box functions. A significant challenge in BO is to scale to high-dimensional parameter spaces while retaining sample efficiency. A solution considered…
Existing Bayesian Optimization (BO) methods typically balance exploration and exploitation to optimize costly objective functions. However, these methods often suffer from a significant one-step bias, which may lead to convergence towards…
Bayesian Optimization (BO) is an effective method for optimizing expensive-to-evaluate black-box functions with a wide range of applications for example in robotics, system design and parameter optimization. However, scaling BO to problems…
This work introduces a novel blackbox optimization algorithm for computationally expensive constrained multi-fidelity problems. When applying a direct search method to such problems, the scarcity of feasible points may lead to numerous…
Black-box optimization (BBO) involves functions that are unknown, inexact and/or expensive-to-evaluate. Existing BBO algorithms face several challenges, including high computational cost from extensive evaluations, difficulty in handling…
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…
Black-box zero-th order optimization is a central primitive for applications in fields as diverse as finance, physics, and engineering. In a common formulation of this problem, a designer sequentially attempts candidate solutions, receiving…
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…
Consensus-based optimization (CBO) is a versatile multi-particle metaheuristic optimization method suitable for performing nonconvex and nonsmooth global optimizations in high dimensions. It has proven effective in various applications…
Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…
Bayesian optimisation (BO) uses probabilistic surrogate models - usually Gaussian processes (GPs) - for the optimisation of expensive black-box functions. At each BO iteration, the GP hyperparameters are fit to previously-evaluated data by…
Bayesian optimization (BO) offers an elegant approach for efficiently optimizing black-box functions. However, acquisition criteria demand their own challenging inner-optimization, which can induce significant overhead. Many practical BO…
Hyperparameter optimization (HPO) and neural architecture search (NAS) are powerful in attaining state-of-the-art machine learning models, with Bayesian optimization (BO) standing out as a mainstream method. Extending BO into the…
Bayesian optimization (BO) is an efficient method for optimizing expensive black-box functions. In real-world applications, BO often faces a major problem of missing values in inputs. The missing inputs can happen in two cases. First, the…
Bayesian optimization (BO) is a sequential decision-making tool widely used for optimizing expensive black-box functions. Recently, Large Language Models (LLMs) have shown remarkable adaptability in low-data regimes, making them promising…
We propose to use Bayesian optimization (BO) to improve the efficiency of the design selection process in clinical trials. BO is a method to optimize expensive black-box functions, by using a regression as a surrogate to guide the search.…
Automatic controller tuning is attractive for robotics and mechatronic systems whose dynamics are difficult to model accurately, but direct black-box optimization can be unsafe because each query is executed on the physical plant. Existing…
How can we efficiently gather information to optimize an unknown function, when presented with multiple, mutually dependent information sources with different costs? For example, when optimizing a robotic system, intelligently trading off…
Hyperparameter optimization (HPO) is a fundamental problem in automatic machine learning (AutoML). However, due to the expensive evaluation cost of models (e.g., training deep learning models or training models on large datasets), vanilla…