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Bayesian optimization (BO) is a widely popular approach for the hyperparameter optimization (HPO) in machine learning. At its core, BO iteratively evaluates promising configurations until a user-defined budget, such as wall-clock time or…

We study a time-varying Bayesian optimization problem with bandit feedback, where the reward function belongs to a Reproducing Kernel Hilbert Space (RKHS). We approach the problem via an upper-confidence bound Gaussian Process algorithm,…

Optimization and Control · Mathematics 2025-10-27 Eliabelle Mauduit , Eloïse Berthier , Andrea Simonetto

Reinforcement Learning from Human Feedback (RLHF) is currently the leading approach for aligning large language models with human preferences. Typically, these models rely on extensive offline preference datasets for training. However,…

Machine Learning · Computer Science 2024-12-17 Avinandan Bose , Zhihan Xiong , Aadirupa Saha , Simon Shaolei Du , Maryam Fazel

Bayesian optimization (BO) with Gaussian processes (GP) has become an indispensable algorithm for black box optimization problems. Not without a dash of irony, BO is often considered a black box itself, lacking ways to provide reasons as to…

Reinforcement learning from human feedback (RLHF) has emerged as a central framework for aligning large language models (LLMs) with human preferences. Despite its practical success, RLHF raises fundamental statistical questions because it…

Machine Learning · Statistics 2026-04-06 Pangpang Liu , Chengchun Shi , Will Wei Sun

Bayesian Optimization (BO) has been widely used to efficiently optimize expensive black-box functions with limited evaluations. In this paper, we investigate the use of BO for prompt engineering to enhance text classification with Large…

Artificial Intelligence · Computer Science 2025-10-17 Adam Ballew , Jingbo Wang , Shaogang Ren

Reinforcement learning from human feedback (RLHF) has become a core post-training step for aligning large language models, yet the reward signal used in RLHF is only a learned proxy for true human utility. From an operations research…

Machine Learning · Computer Science 2026-05-19 Yikai Wang , Shang Liu , Jose Blanchet

A wide spectrum of design and decision problems, including parameter tuning, A/B testing and drug design, intrinsically are instances of black-box optimization. Bayesian optimization (BO) is a powerful tool that models and optimizes such…

Machine Learning · Computer Science 2023-02-14 Tianyi Bai , Yang Li , Yu Shen , Xinyi Zhang , Wentao Zhang , Bin Cui

Optimal input settings vary across users due to differences in motor abilities and personal preferences, which are typically addressed by manual tuning or calibration. Although human-in-the-loop optimization has the potential to identify…

Human-Computer Interaction · Computer Science 2025-03-10 Yi-Chi Liao , Paul Streli , Zhipeng Li , Christoph Gebhardt , Christian Holz

Thompson Sampling is one of the oldest heuristics for multi-armed bandit problems. It is a randomized algorithm based on Bayesian ideas, and has recently generated significant interest after several studies demonstrated it to have better…

Machine Learning · Computer Science 2012-09-18 Shipra Agrawal , Navin Goyal

Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…

Machine Learning · Computer Science 2025-12-22 Xietao Wang Lin , Juan Ungredda , Max Butler , James Town , Alma Rahat , Hemant Singh , Juergen Branke

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.…

Machine Learning · Statistics 2018-06-27 Benjamin Letham , Brian Karrer , Guilherme Ottoni , Eytan Bakshy

We consider the well-studied dueling bandit problem, where a learner aims to identify near-optimal actions using pairwise comparisons, under the constraint of differential privacy. We consider a general class of utility-based preference…

Machine Learning · Computer Science 2024-03-25 Aadirupa Saha , Hilal Asi

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…

Machine Learning · Statistics 2021-11-02 Tomoharu Iwata

Bayesian optimisation (BO) has been a successful approach to optimise functions which are expensive to evaluate and whose observations are noisy. Classical BO algorithms, however, do not account for errors about the location where…

Machine Learning · Computer Science 2019-02-22 Rafael Oliveira , Lionel Ott , Fabio Ramos

We introduce and study the online Bayesian recommendation problem for a recommender system platform. The platform has the privilege to privately observe a utility-relevant \emph{state} of a product at each round and uses this information to…

Computer Science and Game Theory · Computer Science 2026-03-24 Yiding Feng , Wei Tang , Haifeng Xu

The regret bound of an optimization algorithms is one of the basic criteria for evaluating the performance of the given algorithm. By inspecting the differences between the regret bounds of traditional algorithms and adaptive one, we…

Machine Learning · Statistics 2017-07-07 HyoungSeok Kim , JiHoon Kang , WooMyoung Park , SukHyun Ko , YoonHo Cho , DaeSung Yu , YoungSook Song , JungWon Choi

We study how to make decisions that minimize Bayesian regret in offline linear bandits. Prior work suggests that one must take actions with maximum lower confidence bound (LCB) on their reward. We argue that the reliance on LCB is…

Machine Learning · Computer Science 2024-07-04 Marek Petrik , Guy Tennenholtz , Mohammad Ghavamzadeh

Bayesian Optimization (BO) is widely used for optimizing expensive black-box functions, particularly in hyperparameter tuning. However, standard BO assumes access to precise objective values, which may be unavailable, noisy, or unreliable…

Machine Learning · Statistics 2025-10-07 Tunde Fahd Egunjobi

Modern deep learning methods are very sensitive to many hyperparameters, and, due to the long training times of state-of-the-art models, vanilla Bayesian hyperparameter optimization is typically computationally infeasible. On the other…

Machine Learning · Computer Science 2018-07-06 Stefan Falkner , Aaron Klein , Frank Hutter