Related papers: Bayesian Optimization for Function-Valued Response…

Bayesian optimization (BO) has been widely used to optimize expensive and gradient-free objective functions across various domains. However, existing BO methods have not addressed the objective where both inputs and outputs are functions,…

Bayesian optimization is a powerful technique for optimizing expensive-to-evaluate black-box functions, consisting of two main components: a surrogate model and an acquisition function. In recent years, myopic acquisition functions have…

Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…

Bayesian optimisation (BO) uses probabilistic surrogate models - usually Gaussian processes (GPs) - for the optimisation of expensive black-box functions. At each BO iteration, the GP hyperparameters are fit to previously-evaluated data by…

In many applications, ranging from logistics to engineering, a designer is faced with a sequence of optimization tasks for which the objectives are in the form of black-box functions that are costly to evaluate. Furthermore, higher-fidelity…

Bayesian optimization (BO) is an efficient method for optimizing expensive black-box functions. In real-world applications, BO often faces a major problem of missing values in inputs. The missing inputs can happen in two cases. First, the…

A solution that is only reliable under favourable conditions is hardly a safe solution. Min Max Optimization is an approach that returns optima that are robust against worst case conditions. We propose algorithms that perform Min Max…

Bayesian optimization is a powerful global optimization technique for expensive black-box functions. One of its shortcomings is that it requires auxiliary optimization of an acquisition function at each iteration. This auxiliary…

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,…

Bayesian optimization (BO) is a popular framework to optimize black-box functions. In many applications, the objective function can be evaluated at multiple fidelities to enable a trade-off between the cost and accuracy. To reduce the…

Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates,…

Application domains of Bayesian optimization include optimizing black-box functions or very complex functions. The functions we are interested in describe complex real-world systems applied in industrial settings. Even though they do have…

Bayesian optimization (BO) is a powerful framework for optimizing black-box, expensive-to-evaluate functions. Over the past decade, many algorithms have been proposed to integrate cheaper, lower-fidelity approximations of the objective…

Recently, multi-fidelity Bayesian optimization (MFBO) has been successfully applied to many engineering design optimization problems, where the cost of high-fidelity simulations and experiments can be prohibitive. However, challenges remain…

Bayesian optimisation is a popular approach for optimising expensive black-box functions. The next location to be evaluated is selected via maximising an acquisition function that balances exploitation and exploration. Gaussian processes,…

First Order Bayesian Optimization (FOBO) is a sample efficient sequential approach to find the global maxima of an expensive-to-evaluate black-box objective function by suitably querying for the function and its gradient evaluations. Such…

Multi-fidelity Bayesian optimization (MFBO) accelerates the search for the global optimum of black-box functions by integrating inexpensive, low-fidelity approximations. The central task of an MFBO policy is to balance the cost-efficiency…

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…

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…

Bayesian Optimization is the state of the art technique for the optimization of black boxes, i.e., functions where we do not have access to their analytical expression nor its gradients, they are expensive to evaluate and its evaluation is…