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Bayesian optimization (BO) is a typical approach to solve expensive optimization problems. In each iteration of BO, a Gaussian process(GP) model is trained using the previously evaluated solutions; then next candidate solutions for…

Neural and Evolutionary Computing · Computer Science 2022-06-23 Jixiang Chen , Fu Luo , Zhenkun Wang

We analyze the problem of learning a single user's preferences in an active learning setting, sequentially and adaptively querying the user over a finite time horizon. Learning is conducted via choice-based queries, where the user selects…

Machine Learning · Statistics 2017-02-27 Stephen N. Pallone , Peter I. Frazier , Shane G. Henderson

Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to…

Machine Learning · Computer Science 2023-05-04 Natalie Maus , Kaiwen Wu , David Eriksson , Jacob Gardner

Bayesian optimization has been successful at global optimization of expensive-to-evaluate multimodal objective functions. However, unlike most optimization methods, Bayesian optimization typically does not use derivative information. In…

Machine Learning · Statistics 2018-02-08 Jian Wu , Matthias Poloczek , Andrew Gordon Wilson , Peter I. Frazier

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…

Machine Learning · Computer Science 2019-11-14 Majid Abdolshah , Alistair Shilton , Santu Rana , Sunil Gupta , Svetha Venkatesh

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points…

Machine Learning · Computer Science 2022-10-25 Rafael Oliveira , Louis Tiao , Fabio Ramos

Bayesian optimization (BO) is widely adopted in black-box optimization problems and it relies on a surrogate model to approximate the black-box response function. With the increasing number of black-box optimization tasks solved and even…

Machine Learning · Computer Science 2023-08-10 Wenlong Lyu , Shoubo Hu , Jie Chuai , Zhitang Chen

Black-Box Optimization (BBO) methods can find optimal policies for systems that interact with complex environments with no analytical representation. As such, they are of interest in many Artificial Intelligence (AI) domains. Yet classical…

Machine Learning · Computer Science 2020-06-17 Mor Sinay , Elad Sarafian , Yoram Louzoun , Noa Agmon , Sarit Kraus

Bayesian optimization with Gaussian processes has become an increasingly popular tool in the machine learning community. It is efficient and can be used when very little is known about the objective function, making it popular in expensive…

Machine Learning · Computer Science 2011-03-08 Eric Brochu , Matthew W. Hoffman , Nando de Freitas

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…

Machine Learning · Computer Science 2025-04-30 Hui Chen , Xuhui Fan , Zhangkai Wu , Longbing Cao

Machine learning problems with multiple objective functions appear either in learning with multiple criteria where learning has to make a trade-off between multiple performance metrics such as fairness, safety and accuracy; or, in…

Machine Learning · Computer Science 2024-03-20 Heshan Fernando , Han Shen , Miao Liu , Subhajit Chaudhury , Keerthiram Murugesan , Tianyi Chen

Neural networks trained with standard objectives exhibit behaviors characteristic of probabilistic inference: soft clustering, prototype specialization, and Bayesian uncertainty tracking. These phenomena appear across architectures -- in…

Machine Learning · Computer Science 2026-01-01 Alan Oursland

Enabling low precision implementations of deep learning models, without considerable performance degradation, is necessary in resource and latency constrained settings. Moreover, exploiting the differences in sensitivity to quantization…

Machine Learning · Computer Science 2022-10-28 Ignacio Hounie , Juan Elenter , Alejandro Ribeiro

Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…

The goal of policy gradient approaches is to find a policy in a given class of policies which maximizes the expected return. Given a differentiable model of the policy, we want to apply a gradient-ascent technique to reach a local optimum.…

Machine Learning · Computer Science 2019-11-13 Mattis Manfred Kämmerer

Bayesian optimization (BO) is a model-based approach for gradient-free black-box function optimization. Typically, BO is powered by a Gaussian process (GP), whose algorithmic complexity is cubic in the number of evaluations. Hence, GP-based…

Machine Learning · Statistics 2017-12-11 Valerio Perrone , Rodolphe Jenatton , Matthias Seeger , Cedric Archambeau

Optimizing expensive black-box objectives over mixed search spaces is a common challenge across the natural sciences. Bayesian optimization (BO) offers sample-efficient strategies through probabilistic surrogate models and acquisition…

Machine Learning · Computer Science 2026-04-10 Yuhao Zhang , Ti John , Matthias Stosiek , Patrick Rinke

Informative Bayesian priors are often difficult to elicit, and when this is the case, modelers usually turn to noninformative or objective priors. However, objective priors such as the Jeffreys and reference priors are not tractable to…

Machine Learning · Statistics 2017-08-08 Eric Nalisnick , Padhraic Smyth

Bayesian inference is used extensively to quantify the uncertainty in an inferred field given the measurement of a related field when the two are linked by a mathematical model. Despite its many applications, Bayesian inference faces…

Machine Learning · Statistics 2020-03-31 Dhruv V. Patel , Assad A. Oberai

Bayesian Optimization (BO) methods are useful for optimizing functions that are expen- sive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato