Related papers: How to Capture Human Preference: Commissioning of …
Faced with problems of increasing complexity, recent research in Bayesian Optimisation (BO) has focused on adapting deep probabilistic models as flexible alternatives to Gaussian Processes (GPs). In a similar vein, this paper investigates…
While many advanced statistical methods for the design of experiments exist, it is still typical for physical experiments to be performed adaptively based on human intuition. As a consequence, experimental resources are wasted on…
Probabilistic programming systems enable users to encode model structure and naturally reason about uncertainties, which can be leveraged towards improved Bayesian optimization (BO) methods. Here we present a probabilistic program embedding…
We consider an optimization problem of an expensive-to-evaluate black-box function, in which we can obtain noisy function values in parallel. For this problem, parallel Bayesian optimization (PBO) is a promising approach, which aims to…
Many real-world optimization problems are guided by complex, subjective preferences that are difficult to express as explicit closed-form objectives. In response, we introduce Language-in-the-Loop Optimization (LILO), a Bayesian…
Bayesian optimization and Lipschitz optimization have developed alternative techniques for optimizing black-box functions. They each exploit a different form of prior about the function. In this work, we explore strategies to combine these…
Bayesian Optimization (BO) is an effective approach for global optimization of black-box functions when function evaluations are expensive. Most prior works use Gaussian processes to model the black-box function, however, the use of kernels…
A novel multiscale consensus-based optimization (CBO) algorithm for solving bi- and tri-level optimization problems is introduced. Existing CBO techniques are generalized by the proposed method through the employment of multiple interacting…
Deployments of Bayesian Optimization (BO) for functions with stochastic evaluations, such as parameter tuning via cross validation and simulation optimization, typically optimize an average of a fixed set of noisy realizations of the…
The high cost and data scarcity in scientific exploration have motivated the use of large language models (LLMs) as knowledge-driven components in Bayesian optimization (BO). However, existing approaches typically embed LLMs directly into…
The commissioning of industrial electric drives still relies heavily on manual tuning of cascaded control loops, requiring expert knowledge and significant time. In this paper, we propose a fully automated approach for tuning the current…
We present a multi-objective Bayesian optimisation algorithm that allows the user to express preference-order constraints on the objectives of the type "objective A is more important than objective B". These preferences are defined based on…
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…
In Bayesian optimization (BO) for expensive black-box optimization tasks, acquisition function (AF) guides sequential sampling and plays a pivotal role for efficient convergence to better optima. Prevailing AFs usually rely on artificial…
State-of-the-art multi-objective optimization often assumes a known utility function, learns it interactively, or computes the full Pareto front-each requiring costly expert input.~Real-world problems, however, involve implicit preferences…
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…
In this paper, we address the problem of \emph{cost-sensitive} hyperparameter optimization (HPO) built upon freeze-thaw Bayesian optimization (BO). Specifically, we assume a scenario where users want to early-stop the HPO process when the…
Bayesian optimization (BO) is among the most effective and widely-used blackbox optimization methods. BO proposes solutions according to an explore-exploit trade-off criterion encoded in an acquisition function, many of which are computed…
Learning for control can acquire controllers for novel robotic tasks, paving the path for autonomous agents. Such controllers can be expert-designed policies, which typically require tuning of parameters for each task scenario. In this…
Bayesian optimization is efficient even with a small amount of data and is used in engineering and in science, including biology and chemistry. In Bayesian optimization, a parameterized model with an uncertainty is fitted to explain the…