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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…
Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…
Optimization plays an important role in chemical engineering, impacting cost-effectiveness, resource utilization, product quality, and process sustainability metrics. This chapter broadly focuses on data-driven optimization, particularly,…
Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box functions. However, in settings with very few function evaluations, a successful application of BO may require transferring information from…
Bayesian optimisation (BO) has been widely used to solve problems with expensive function evaluations. In multi-objective optimisation problems, BO aims to find a set of approximated Pareto optimal solutions. There are typically two ways to…
Bayesian optimization (BO) is a global optimization strategy designed to find the minimum of an expensive black-box function, typically defined on a compact subset of $\mathcal{R}^d$, by using a Gaussian process (GP) as a surrogate model…
Bayesian optimization is an effective technique for black-box optimization, but its applicability is typically limited to low-dimensional and small-budget problems due to the cubic complexity of computing the Gaussian process (GP)…
Bayesian Optimization (BO) has been widely applied to optimize expensive black-box functions while retaining sample efficiency. However, scaling BO to high-dimensional spaces remains challenging. Existing literature proposes performing…
Bayesian optimization is a highly efficient approach to optimizing objective functions which are expensive to query. These objectives are typically represented by Gaussian process (GP) surrogate models which are easy to optimize and support…
Optimizing expensive-to-evaluate black-box functions of discrete (and potentially continuous) design parameters is a ubiquitous problem in scientific and engineering applications. Bayesian optimization (BO) is a popular, sample-efficient…
Heuristic optimisation algorithms explore the search space by sampling solutions, evaluating their fitness, and biasing the search in the direction of promising solutions. However, in many cases, this fitness function involves executing…
Bayesian Optimization (BO) is a key methodology for accelerating molecular discovery by estimating the mapping from molecules to their properties while seeking the optimal candidate. Typically, BO iteratively updates a probabilistic…
In recent years, there has been a growing research interest in decision-focused learning, which embeds optimization problems as a layer in learning pipelines and demonstrates a superior performance than the prediction-focused approach.…
Robots often have to operate in discrete partially observable worlds, where the states of world are only observable at runtime. To react to different world states, robots need contingencies. However, computing contingencies is costly and…
Bayesian optimisation (BO) is a surrogate-based optimisation technique that efficiently solves expensive black-box functions with small evaluation budgets. Recent studies consider trust regions to improve the scalability of BO approaches…
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,…
Many control problems require repeated tuning and adaptation of controllers across distinct closed-loop tasks, where data efficiency and adaptability are critical. We propose a hierarchical Bayesian optimization (BO) framework that is…
Most real-world optimization problems are difficult to solve with traditional statistical techniques or with metaheuristics. The main difficulty is related to the existence of a considerable number of local optima, which may result in the…
Offline model-based optimization (MBO) seeks to discover high-performing designs using only a fixed dataset of past evaluations. Most existing methods rely on learning a surrogate model via regression and implicitly assume that good…
We develop an automated variational inference method for Bayesian structured prediction problems with Gaussian process (GP) priors and linear-chain likelihoods. Our approach does not need to know the details of the structured likelihood…