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Gradient clipping is a popular modification to standard (stochastic) gradient descent, at every iteration limiting the gradient norm to a certain value $c >0$. It is widely used for example for stabilizing the training of deep learning…

Machine Learning · Computer Science 2023-11-10 Anastasia Koloskova , Hadrien Hendrikx , Sebastian U. Stich

Fractional gradient descent has been studied extensively, with a focus on its ability to extend traditional gradient descent methods by incorporating fractional-order derivatives. This approach allows for more flexibility in navigating…

Machine Learning · Computer Science 2024-11-25 Teodor Alexandru Szente , James Harrison , Mihai Zanfir , Cristian Sminchisescu

In this paper, we provide a novel analytical perspective on the theoretical understanding of gradient-based learning algorithms by interpreting consensus-based optimization (CBO), a recently proposed multi-particle derivative-free…

Machine Learning · Computer Science 2026-03-02 Konstantin Riedl , Timo Klock , Carina Geldhauser , Massimo Fornasier

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…

Machine Learning · Statistics 2018-09-24 Eero Siivola , Aki Vehtari , Jarno Vanhatalo , Javier González , Michael Riis Andersen

Optimization of high-dimensional black-box functions is an extremely challenging problem. While Bayesian optimization has emerged as a popular approach for optimizing black-box functions, its applicability has been limited to…

Machine Learning · Statistics 2018-08-06 Zi Wang , Chengtao Li , Stefanie Jegelka , Pushmeet Kohli

Bayesian optimization has recently emerged as a popular and efficient tool for global optimization and hyperparameter tuning. Currently, the established Bayesian optimization practice requires a user-defined bounding box which is assumed to…

Machine Learning · Statistics 2015-08-18 Bobak Shahriari , Alexandre Bouchard-Côté , Nando de Freitas

The performance of Bayesian optimization (BO), a highly sample-efficient method for expensive black-box problems, is critically governed by the selection of its hyperparameters, including the kernel and acquisition functions. This presents…

Machine Learning · Computer Science 2026-05-25 Joon-Hyun Park , Mujin Cheon , Jeongsu Wi , Dong-Yeun Koh

Bayesian optimization~(BO) is often used for accelerator tuning due to its high sample efficiency. However, the computational scalability of training over large data-set can be problematic and the adoption of historical data in a…

Gradient boosting is a prediction method that iteratively combines weak learners to produce a complex and accurate model. From an optimization point of view, the learning procedure of gradient boosting mimics a gradient descent on a…

Machine Learning · Computer Science 2022-11-30 Erwan Fouillen , Claire Boyer , Maxime Sangnier

Bayesian Optimization (BO) is a framework for black-box optimization that is especially suitable for expensive cost functions. Among the main parts of a BO algorithm, the acquisition function is of fundamental importance, since it guides…

In deep learning, it is common to use more network parameters than training points. In such scenarioof over-parameterization, there are usually multiple networks that achieve zero training error so that thetraining algorithm induces an…

Machine Learning · Computer Science 2023-08-22 Hung-Hsu Chou , Carsten Gieshoff , Johannes Maly , Holger Rauhut

It is often advantageous to train models on a subset of the available train examples, because the examples are of variable quality or because one would like to train with fewer examples, without sacrificing performance. We present Gradient…

Machine Learning · Computer Science 2024-07-30 Dante Everaert , Christopher Potts

Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this…

Machine Learning · Statistics 2014-03-25 Michael A. Gelbart , Jasper Snoek , Ryan P. Adams

The bias-variance trade-off is a well-known problem in machine learning that only gets more pronounced the less available data there is. In active learning, where labeled data is scarce or difficult to obtain, neglecting this trade-off can…

Models notoriously suffer from dataset biases which are detrimental to robustness and generalization. The identify-emphasize paradigm shows a promising effect in dealing with unknown biases. However, we find that it is still plagued by two…

Machine Learning · Computer Science 2022-11-29 Bowen Zhao , Chen Chen , Qian-Wei Wang , Anfeng He , Shu-Tao Xia

Bayesian Optimization (BO) is a standard tool for hyperparameter tuning thanks to its sample efficiency on expensive black-box functions. While most BO pipelines begin with uniform random initialization, default hyperparameter values…

Machine Learning · Computer Science 2026-02-10 Nicolás Villagrán Prieto , Eduardo C. Garrido-Merchán

Bayesian optimization is a sample-efficient approach to global optimization that relies on theoretically motivated value heuristics (acquisition functions) to guide its search process. Fully maximizing acquisition functions produces the…

Machine Learning · Statistics 2018-12-04 James T. Wilson , Frank Hutter , Marc Peter Deisenroth

This paper considers Bayesian optimization (BO) for problems with known outer problem structure. In contrast to the classic BO setting, where the objective function itself is unknown and needs to be iteratively estimated from noisy…

Optimization and Control · Mathematics 2025-03-19 Katrin Baumgärtner , Moritz Diehl

Bayesian Optimization (BO) is a widely used approach for blackbox optimization that leverages a Gaussian process (GP) model and an acquisition function to guide future sampling. While effective in low-dimensional settings, BO faces…

Machine Learning · Computer Science 2025-11-26 Pavankumar Koratikere , Leifur Leifsson

Bayesian optimization (BO) is a widely-used method for optimizing expensive (to evaluate) problems. At the core of most BO methods is the modeling of the objective function using a Gaussian Process (GP) whose covariance is selected from a…

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