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Bayesian optimization (BO) is a powerful approach for optimizing black-box, expensive-to-evaluate functions. To enable a flexible trade-off between the cost and accuracy, many applications allow the function to be evaluated at different…

Machine Learning · Computer Science 2021-10-27 Shibo Li , Robert M. Kirby , Shandian Zhe

With tremendous growing interests in Big Data systems, analyzing and facilitating their performance improvement become increasingly important. Although there have much research efforts for improving Big Data systems performance, efficiently…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-11-22 Rui Ren , Jiechao Cheng , Xiwen He , Lei Wang , Chunjie Luo , Jianfeng Zhan

Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO…

Machine Learning · Statistics 2019-09-30 Valerio Perrone , Huibin Shen , Matthias Seeger , Cedric Archambeau , Rodolphe Jenatton

Approximate Bayesian inference based on Laplace approximation and quadrature methods have become increasingly popular for their efficiency at fitting latent Gaussian models (LGM), which encompass popular models such as Bayesian generalized…

Methodology · Statistics 2024-03-20 Dayi Li , Ziang Zhang

Deciding what to sense is a crucial task, made harder by dependencies and by a nonadditive utility function. We develop approximation algorithms for selecting an optimal set of measurements, under a dependency structure modeled by a…

Artificial Intelligence · Computer Science 2012-06-18 Yan Radovilsky , Solomon Eyal Shimony

Bayesian optimization is popular for optimizing time-consuming black-box objectives. Nonetheless, for hyperparameter tuning in deep neural networks, the time required to evaluate the validation error for even a few hyperparameter settings…

Machine Learning · Computer Science 2019-03-13 Jian Wu , Saul Toscano-Palmerin , Peter I. Frazier , Andrew Gordon Wilson

Distributed data storage services tailored to specific applications have grown popular in the high-performance computing (HPC) community as a way to address I/O and storage challenges. These services offer a variety of specific interfaces,…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-10-04 Matthieu Dorier , Romain Egele , Prasanna Balaprakash , Jaehoon Koo , Sandeep Madireddy , Srinivasan Ramesh , Allen D. Malony , Rob Ross

When tuning software configuration for better performance (e.g., latency or throughput), an important issue that many optimizers face is the presence of local optimum traps, compounded by a highly rugged configuration landscape and…

Software Engineering · Computer Science 2024-04-09 Tao Chen , Miqing Li

Software configuration tuning is essential for optimizing a given performance objective (e.g., minimizing latency). Yet, due to the software's intrinsically complex configuration landscape and expensive measurement, there has been a rather…

Software Engineering · Computer Science 2024-03-18 Pengzhou Chen , Tao Chen , Miqing Li

Bayesian Optimization (BO) is a method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…

Machine Learning · Computer Science 2024-02-13 Yihang Shen , Carl Kingsford

Bayesian Optimisation (BO) refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently search for the optimum. While BO has been applied…

Controller tuning based on black-box optimization allows to automatically tune performance-critical parameters w.r.t. mostly arbitrary high-level closed-loop control objectives. However, a comprehensive benchmark of different black-box…

Systems and Control · Electrical Eng. & Systems 2022-11-07 David Stenger , Dirk Abel

Bayesian Optimization (BO) has shown significant success in tackling expensive low-dimensional black-box optimization problems. Many optimization problems of interest are high-dimensional, and scaling BO to such settings remains an…

Machine Learning · Statistics 2022-06-02 Eric Han , Ishank Arora , Jonathan Scarlett

Many black-box optimization tasks arising in high-stakes applications require risk-averse decisions. The standard Bayesian optimization (BO) paradigm, however, optimizes the expected value only. We generalize BO to trade mean and…

Machine Learning · Computer Science 2021-11-10 Anastasiia Makarova , Ilnura Usmanova , Ilija Bogunovic , Andreas Krause

Automated hyperparameter optimization (HPO) can support practitioners to obtain peak performance in machine learning models. However, there is often a lack of valuable insights into the effects of different hyperparameters on the final…

Machine Learning · Computer Science 2022-01-27 Julia Moosbauer , Julia Herbinger , Giuseppe Casalicchio , Marius Lindauer , Bernd Bischl

Automated driving systems (ADS) have undergone a significant improvement in the last years. ADS and more precisely self-driving cars technologies will change the way we perceive and know the world of transportation systems in terms of user…

Machine Learning · Computer Science 2021-10-27 Alessandro Riboni , Nicolò Ghioldi , Antonio Candelieri , Matteo Borrotti

In a standard setting of Bayesian optimization (BO), the objective function evaluation is assumed to be highly expensive. Multi-fidelity Bayesian optimization (MFBO) accelerates BO by incorporating lower fidelity observations available with…

Machine learning methods usually depend on internal parameters -- so called hyperparameters -- that need to be optimized for best performance. Such optimization poses a burden on machine learning practitioners, requiring expert knowledge,…

Chemical Physics · Physics 2020-04-03 Annika Stuke , Patrick Rinke , Milica Todorović

Bayesian optimization (BO) provides a powerful framework for optimizing black-box, expensive-to-evaluate functions. It is therefore an attractive tool for engineering design problems, typically involving multiple objectives. Thanks to the…

Machine Learning · Computer Science 2024-09-06 Navid Ansari , Alireza Javanmardi , Eyke Hüllermeier , Hans-Peter Seidel , Vahid Babaei

Bayesian optimization (BO) is a class of global optimization algorithms, suitable for minimizing an expensive objective function in as few function evaluations as possible. While BO budgets are typically given in iterations, this implicitly…

Machine Learning · Computer Science 2020-03-25 Eric Hans Lee , Valerio Perrone , Cedric Archambeau , Matthias Seeger