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This paper studies an entropy-based multi-objective Bayesian optimization (MBO). The entropy search is successful approach to Bayesian optimization. However, for MBO, existing entropy-based methods ignore trade-off among objectives or…

Machine Learning · Computer Science 2020-02-12 Shinya Suzuki , Shion Takeno , Tomoyuki Tamura , Kazuki Shitara , Masayuki Karasuyama

Current methods for end-to-end constructive neural combinatorial optimization usually train a policy using behavior cloning from expert solutions or policy gradient methods from reinforcement learning. While behavior cloning is…

Machine Learning · Computer Science 2024-11-05 Jonathan Pirnay , Dominik G. Grimm

We propose a multi-swarm approach to approximate the Pareto front of general multi-objective optimization problems that is based on the Consensus-based Optimization method (CBO). The algorithm is motivated step by step beginning with a…

Optimization and Control · Mathematics 2022-11-30 Kathrin Klamroth , Michael Stiglmayr , Claudia Totzeck

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

Methodology · Statistics 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin

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

Bayesian optimization has recently emerged as a popular method for the sample-efficient optimization of expensive black-box functions. However, the application to high-dimensional problems with several thousand observations remains…

Machine Learning · Computer Science 2020-02-26 David Eriksson , Michael Pearce , Jacob R Gardner , Ryan Turner , Matthias Poloczek

Particle accelerators require constant tuning during operation to meet beam quality, total charge and particle energy requirements for use in a wide variety of physics, chemistry and biology experiments. Maximizing the performance of an…

Accelerator Physics · Physics 2021-06-16 Ryan Roussel , Adi Hanuka , Auralee Edelen

Bayesian optimization (BO) is a popular method to optimize costly black-box functions. While traditional BO optimizes each new target task from scratch, meta-learning has emerged as a way to leverage knowledge from related tasks to optimize…

Machine Learning · Computer Science 2024-07-01 Jiarong Pan , Stefan Falkner , Felix Berkenkamp , Joaquin Vanschoren

Many real world scientific and industrial applications require optimizing multiple competing black-box objectives. When the objectives are expensive-to-evaluate, multi-objective Bayesian optimization (BO) is a popular approach because of…

Machine Learning · Computer Science 2022-06-17 Samuel Daulton , David Eriksson , Maximilian Balandat , Eytan Bakshy

Many real-world applications require solving families of expensive multi-objective optimization problems~(EMOPs) under varying operational conditions. This can be formulated as parametric expensive multi-objective optimization problems…

Machine Learning · Computer Science 2026-05-11 Tingyang Wei , Jiao Liu , Abhishek Gupta , Chin Chun Ooi , Puay Siew Tan , Yew-Soon Ong

We study model selection in linear bandits, where the learner must adapt to the dimension (denoted by $d_\star$) of the smallest hypothesis class containing the true linear model while balancing exploration and exploitation. Previous papers…

Machine Learning · Statistics 2022-03-17 Yinglun Zhu , Robert Nowak

In complex real-world settings, optimization is challenged by the presence of diverse models of differing fidelity. In many optimization problems, a single model is treated as the most accurate representation of the underlying system, while…

Machine Learning · Statistics 2026-05-07 Danielle F. Morey , Giulia Pedrielli , Cherry Y. Wakayama , Zelda B. Zabinsky

We consider the task of generating functionally correct code using large language models (LLMs). The correctness of generated code is influenced by the prompt used to query the given base LLM. We formulate the problem of finding the…

Software Engineering · Computer Science 2025-12-18 Shlok Tomar , Aryan Deshwal , Ethan Villalovoz , Mattia Fazzini , Haipeng Cai , Janardhan Rao Doppa

Stochastic Multi-Objective Optimization (SMOO) is critical for decision-making trading off multiple potentially conflicting objectives in uncertain environments. SMOO aims at identifying the Pareto frontier, which contains all mutually…

Machine Learning · Computer Science 2026-04-02 Jinzhao Li , Nan Jiang , Yexiang Xue

Bayesian optimization provides sample-efficient global optimization for a broad range of applications, including automatic machine learning, engineering, physics, and experimental design. We introduce BoTorch, a modern programming framework…

In contrast to single-objective optimization (SOO), multi-objective optimization (MOO) requires an optimizer to find the Pareto frontier, a subset of feasible solutions that are not dominated by other feasible solutions. In this paper, we…

Machine Learning · Computer Science 2024-08-13 Yiyang Zhao , Linnan Wang , Kevin Yang , Tianjun Zhang , Tian Guo , Yuandong Tian

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

We propose MUMBO, the first high-performing yet computationally efficient acquisition function for multi-task Bayesian optimization. Here, the challenge is to perform efficient optimization by evaluating low-cost functions somehow related…

Machine Learning · Computer Science 2020-06-23 Henry B. Moss , David S. Leslie , Paul Rayson

One of the most tedious tasks in the application of machine learning is model selection, i.e. hyperparameter selection. Fortunately, recent progress has been made in the automation of this process, through the use of sequential model-based…

Machine Learning · Computer Science 2014-02-05 Alexandre Lacoste , Hugo Larochelle , François Laviolette , Mario Marchand

Tasks in multi-task learning often correlate, conflict, or even compete with each other. As a result, a single solution that is optimal for all tasks rarely exists. Recent papers introduced the concept of Pareto optimality to this field and…

Machine Learning · Computer Science 2020-08-28 Pingchuan Ma , Tao Du , Wojciech Matusik