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Bayesian optimization (BO) is a promising approach for hyperparameter optimization of deep neural networks (DNNs), where each model training can take minutes to hours. In BO, a computationally cheap surrogate model is employed to learn the…

Machine Learning · Computer Science 2023-09-27 Romain Egele , Isabelle Guyon , Venkatram Vishwanath , Prasanna Balaprakash

Zero-shot hyperparameter optimization (HPO) is a simple yet effective use of transfer learning for constructing a small list of hyperparameter (HP) configurations that complement each other. That is to say, for any given dataset, at least…

Machine Learning · Statistics 2020-07-28 Fela Winkelmolen , Nikita Ivkin , H. Furkan Bozkurt , Zohar Karnin

Bayesian optimization (BO) has proven to be an effective paradigm for the global optimization of expensive-to-sample systems. One of the main advantages of BO is its use of Gaussian processes (GPs) to characterize model uncertainty which…

Machine Learning · Statistics 2023-11-30 Leonardo D. González , Victor M. Zavala

How should we intervene on an unknown structural equation model to maximize a downstream variable of interest? This setting, also known as causal Bayesian optimization (CBO), has important applications in medicine, ecology, and…

Machine Learning · Computer Science 2023-03-13 Scott Sussex , Anastasiia Makarova , Andreas Krause

In recent years, leveraging parallel and distributed computational resources has become essential to solve problems of high computational cost. Bayesian optimization (BO) has shown attractive results in those expensive-to-evaluate problems…

Machine Learning · Statistics 2020-06-25 Masahiro Nomura

Bayesian optimization (BO) is a powerful technology for optimizing noisy expensive-to-evaluate black-box functions, with a broad range of real-world applications in science, engineering, economics, manufacturing, and beyond. In this paper,…

Machine Learning · Computer Science 2024-01-30 Joel A. Paulson , Calvin Tsay

Most machine learning algorithms are configured by one or several hyperparameters that must be carefully chosen and often considerably impact performance. To avoid a time consuming and unreproducible manual trial-and-error process to find…

Bayesian optimization (BO) is a sample-efficient global optimization algorithm for black-box functions which are expensive to evaluate. Existing literature on model based optimization in conditional parameter spaces are usually built on…

Machine Learning · Statistics 2020-10-08 Xingchen Ma , Matthew B. Blaschko

Bayesian optimization (BO) is a powerful framework to optimize black-box expensive-to-evaluate functions via sequential interactions. In several important problems (e.g. drug discovery, circuit design, neural architecture search, etc.),…

Machine Learning · Computer Science 2025-02-25 Melis Ilayda Bal , Pier Giuseppe Sessa , Mojmir Mutny , Andreas Krause

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…

Machine Learning · Statistics 2025-03-26 Jean Durand , Yashas Annadani , Stefan Bauer , Sonali Parbhoo

Many state-of-the-art hyperparameter optimization (HPO) algorithms rely on model-based optimizers that learn surrogate models of the target function to guide the search. Gaussian processes are the de facto surrogate model due to their…

Machine Learning · Computer Science 2023-05-08 David Salinas , Jacek Golebiowski , Aaron Klein , Matthias Seeger , Cedric Archambeau

Automated hyperparameter optimization (HPO) has gained great popularity and is an important ingredient of most automated machine learning frameworks. The process of designing HPO algorithms, however, is still an unsystematic and manual…

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

Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…

Machine Learning · Computer Science 2026-02-03 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

The acquisition function, a critical component in Bayesian optimization (BO), can often be written as the expectation of a utility function under a surrogate model. However, to ensure that acquisition functions are tractable to optimize,…

Machine Learning · Computer Science 2022-10-10 Jiaming Song , Lantao Yu , Willie Neiswanger , Stefano Ermon

Bayesian Optimization (BO) is used to find the global optima of black box functions. In this work, we propose a practical BO method of function compositions where the form of the composition is known but the constituent functions are…

Machine Learning · Computer Science 2023-05-02 Kunal Jain , Prabuchandran K. J. , Tejas Bodas

Bayesian optimization (BO) iteratively fits a Gaussian process (GP) surrogate to accumulated evaluations and selects new queries via an acquisition function such as expected improvement (EI). In practice, BO often concentrates evaluations…

Methodology · Statistics 2026-01-13 Jiguang Li , Hengrui Luo

Bayesian optimisation (BO) is widely used to optimise stochastic black box functions. While most BO approaches focus on optimising conditional expectations, many applications require risk-averse strategies and alternative criteria…

Machine Learning · Statistics 2022-07-11 Victor Picheny , Henry Moss , Léonard Torossian , Nicolas Durrande

Bayesian optimization (BO) is an efficient framework for optimization of black-box objectives when function evaluations are costly and gradient information is not easily accessible. BO has been successfully applied to automate the task of…

Machine Learning · Computer Science 2024-07-09 Pallavi Mitra , Felix Biessmann

Bayesian optimization (BO) has become a popular strategy for global optimization of expensive real-world functions. Contrary to a common expectation that BO is suited to optimizing black-box functions, it actually requires domain knowledge…

Machine Learning · Computer Science 2024-08-06 Zi Wang , George E. Dahl , Kevin Swersky , Chansoo Lee , Zachary Nado , Justin Gilmer , Jasper Snoek , Zoubin Ghahramani
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