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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…

Machine Learning · Computer Science 2020-12-11 Shibo Li , Wei Xing , Mike Kirby , Shandian Zhe

How can we efficiently gather information to optimize an unknown function, when presented with multiple, mutually dependent information sources with different costs? For example, when optimizing a robotic system, intelligently trading off…

Machine Learning · Computer Science 2018-11-05 Jialin Song , Yuxin Chen , Yisong Yue

Bayesian optimization is a powerful tool for expensive stochastic black-box optimization problems such as simulation-based optimization or machine learning hyperparameter tuning. Many stochastic objective functions implicitly require a…

Machine Learning · Statistics 2019-10-22 Michael Pearce , Matthias Poloczek , Juergen Branke

Training machine learning models inherently involves a resource-intensive and noisy iterative learning procedure that allows epoch-wise monitoring of the model performance. However, the insights gained from the iterative learning procedure…

Machine Learning · Computer Science 2025-05-22 Wenyu Wang , Zheyi Fan , Szu Hui Ng

The increasing deployment of artificial intelligence (AI) for critical decision-making amplifies the necessity for trustworthy AI, where uncertainty estimation plays a pivotal role in ensuring trustworthiness. Dropout-based Bayesian Neural…

Machine Learning · Computer Science 2024-06-25 Zehuan Zhang , Hongxiang Fan , Hao Mark Chen , Lukasz Dudziak , Wayne Luk

With the electrification of transportation, the rising uptake of electric vehicles (EVs) might stress distribution networks significantly, leaving their performance degraded and stability jeopardized. To accommodate these new loads…

Machine Learning · Computer Science 2023-08-23 Bushra Alshehhi , Areg Karapetyan , Khaled Elbassioni , Sid Chi-Kin Chau , Majid Khonji

Bayesian optimization is a powerful paradigm to optimize black-box functions based on scarce and noisy data. Its data efficiency can be further improved by transfer learning from related tasks. While recent transfer models meta-learn a…

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani

To determine the optimal set of hyperparameters of a Gaussian process based on a large number of training data, both a linear system and a trace estimation problem must be solved. In this paper, we focus on establishing numerical methods…

Optimization and Control · Mathematics 2023-12-27 Josie König , Max Pfeffer , Martin Stoll

Energy efficiency and quality of service (QoS) guarantees are the key design goals for the 5G wireless communication systems. In this context, we discuss a multiuser scheduling scheme over fading channels for loss tolerant applications. The…

Information Theory · Computer Science 2016-11-10 M. Majid Butt , Eduard A. Jorswieck , Amr Mohamed

Two ideas taken from Bayesian optimization and classifier systems are presented for personnel scheduling based on choosing a suitable scheduling rule from a set for each persons assignment. Unlike our previous work of using genetic…

Neural and Evolutionary Computing · Computer Science 2010-07-05 Jingpeng Li , Uwe Aickelin

In this paper, we bridge the gap between hyperparameter optimization and ensemble learning by performing Bayesian optimization of an ensemble with regards to its hyperparameters. Our method consists in building a fixed-size ensemble,…

Machine Learning · Computer Science 2016-05-23 Julien-Charles Lévesque , Christian Gagné , Robert Sabourin

We implemented a geometry optimizer based on Gaussian process regression (GPR) to find minimum structures on potential energy surfaces. We tested both a two times differentiable form of the Mat\'{e}rn kernel and the squared exponential…

Chemical Physics · Physics 2020-09-15 Alexander Denzel , Johannes Kästner

Stochastic programming can be applied to consider uncertainties in energy system optimization models for capacity expansion planning. However, these models become increasingly large and time-consuming to solve, even without considering…

Optimization and Control · Mathematics 2025-08-15 Shima Sasanpour , Manuel Wetzel , Karl-Kiên Cao , Hans Christian Gils , Andrés Ramos

Tree ensembles can be well-suited for black-box optimization tasks such as algorithm tuning and neural architecture search, as they achieve good predictive performance with little or no manual tuning, naturally handle discrete feature…

For robot swarms operating on complex missions in an uncertain environment, it is important that the decision-making algorithm considers both heterogeneity and uncertainty. This paper presents a stochastic programming framework for the…

Robotics · Computer Science 2020-10-23 Bo Fu , William Smith , Denise Rizzo , Matthew Castanier , Kira Barton

We address the calibration of a computationally expensive nuclear physics model for which derivative information with respect to the fit parameters is not readily available. Of particular interest is the performance of optimization-based…

Bayesian Optimization (BO) is a foundational strategy in the field of engineering design optimization for efficiently handling black-box functions with many constraints and expensive evaluations. This paper introduces a fast and accurate BO…

Computational Engineering, Finance, and Science · Computer Science 2024-04-09 Rosen , Yu , Cyril Picard , Faez Ahmed

Many machine learning models require a training procedure based on running stochastic gradient descent. A key element for the efficiency of those algorithms is the choice of the learning rate schedule. While finding good learning rates…

Machine Learning · Statistics 2020-06-26 Victor Picheny , Vincent Dutordoir , Artem Artemev , Nicolas Durrande

Automated algorithm performance prediction in numerical blackbox optimization often relies on problem characterizations, such as exploratory landscape analysis features. These features are typically used as inputs to machine learning models…

Artificial Intelligence · Computer Science 2025-06-23 Ana Kostovska , Carola Doerr , Sašo Džeroski , Panče Panov , Tome Eftimov