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Sequential maximization of expected improvement (EI) is one of the most widely used policies in Bayesian optimization because of its simplicity and ability to handle noisy observations. In particular, the improvement function often uses the…

Bayesian optimization (BO) is a popular algorithm for solving challenging optimization tasks. It is designed for problems where the objective function is expensive to evaluate, perhaps not available in exact form, without gradient…

Design optimization under uncertainty is notoriously difficult when the objective function is expensive to evaluate. State-of-the-art techniques, e.g, stochastic optimization or sampling average approximation, fail to learn exploitable…

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…

Expected improvement (EI) is one of the most widely used acquisition functions in Bayesian optimization (BO). Despite its proven success in applications for decades, important open questions remain on the theoretical convergence behaviors…

Bayesian optimization (BO) with Gaussian processes is a powerful methodology to optimize an expensive black-box function with as few function evaluations as possible. The expected improvement (EI) and probability of improvement (PI) are…

Bayesian optimization (BO) has become an established framework and popular tool for hyperparameter optimization (HPO) of machine learning (ML) algorithms. While known for its sample-efficiency, vanilla BO can not utilize readily available…

The expected improvement (EI) algorithm is a popular strategy for information collection in optimization under uncertainty. The algorithm is widely known to be too greedy, but nevertheless enjoys wide use due to its simplicity and ability…

Bayesian optimization is a widely used method for optimizing expensive black-box functions, with Expected Improvement being one of the most commonly used acquisition functions. In contrast, information-theoretic acquisition functions aim to…

Bayesian optimization is a widely used technique for optimizing black-box functions, with Expected Improvement (EI) being the most commonly utilized acquisition function in this domain. While EI is often viewed as distinct from other…

Expected Improvement (EI) is arguably the most popular acquisition function in Bayesian optimization and has found countless successful applications, but its performance is often exceeded by that of more recent methods. Notably, EI and its…

Bayesian optimization is a sample-efficient method for finding a global optimum of an expensive-to-evaluate black-box function. A global solution is found by accumulating a pair of query point and its function value, repeating these two…

Bayesian optimization (BO) is a widely used iterative algorithm for optimizing black-box functions. Each iteration requires maximizing an acquisition function, such as the upper confidence bound (UCB) or a sample path from the Gaussian…

The expected improvement (EI) is one of the most popular acquisition functions for Bayesian optimization (BO) and has demonstrated good empirical performances in many applications for the minimization of simple regret. However, under the…

Bayesian Optimization (BO) links Gaussian Process (GP) surrogates with sequential design toward optimizing expensive-to-evaluate black-box functions. Example design heuristics, or so-called acquisition functions, like expected improvement…

Bayesian optimization (BO) is a popular approach for expensive black-box optimization, with applications including parameter tuning, experimental design, robotics. BO usually models the objective function by a Gaussian process (GP), and…

Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…

Bayesian Optimization (BO) has become a core method for solving expensive black-box optimization problems. While much research focussed on the choice of the acquisition function, we focus on online length-scale adaption and the choice of…

Bayesian optimization (BO) is a widely used method for data-driven optimization that generally relies on zeroth-order data of objective function to construct probabilistic surrogate models. These surrogates guide the…

Expected Improvement (EI) is arguably the most widely used acquisition function in Bayesian optimization. However, it is often challenging to enhance the performance with EI due to its sensitivity to numerical precision. Previously, Hutter…