Related papers: Automated Random Embedding for Practical Bayesian …

Bayesian optimization (BO) algorithm is very popular for solving low-dimensional expensive optimization problems. Extending Bayesian optimization to high dimension is a meaningful but challenging task. One of the major challenges is that it…

A black-box optimization algorithm such as Bayesian optimization finds extremum of an unknown function by alternating inference of the underlying function and optimization of an acquisition function. In a high-dimensional space, such…

Bayesian optimization has attracted huge attention from diverse research areas in science and engineering, since it is capable of efficiently finding a global optimum of an expensive-to-evaluate black-box function. In general, a…

Bayesian Optimization (BO) is a technique for sample-efficient black-box optimization that employs probabilistic models to identify promising input locations for evaluation. When dealing with composite-structured functions, such as f=g o h,…

Bayesian optimization is a sample-efficient method for solving expensive, black-box optimization problems. Stochastic programming concerns optimization under uncertainty where, typically, average performance is the quantity of interest. In…

To address the common problem of high dimensionality in tensor regressions, we introduce a generalized tensor random projection method that embeds high-dimensional tensor-valued covariates into low-dimensional subspaces with minimal loss of…

Random embedding has been applied with empirical success to large-scale black-box optimization problems with low effective dimensions. This paper proposes the EmbeddedHunter algorithm, which incorporates the technique in a hierarchical…

Modern deep learning tools are remarkably effective in addressing intricate problems. However, their operation as black-box models introduces increased uncertainty in predictions. Additionally, they contend with various challenges,…

This work presents PESMOC, Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints, an information-based strategy for the simultaneous optimization of multiple expensive-to-evaluate black-box functions under the…

Bayesian optimization provides an effective method to optimize expensive-to-evaluate black box functions. It has been widely applied to problems in many fields, including notably in computer science, e.g. in machine learning to optimize…

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

Deep learning techniques play an increasingly important role in industrial and research environments due to their outstanding results. However, the large number of hyper-parameters to be set may lead to errors if they are set manually. The…

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…

Bayesian Optimization (BO) is a popular framework for optimizing black-box functions. Despite its effectiveness, BO is often inefficient for high-dimensional problems due to the exponential growth of the search space, heterogeneity of the…

Randomized dimensionality reduction is a widely-used algorithmic technique for speeding up large-scale Euclidean optimization problems. In this paper, we study dimension reduction for a variety of maximization problems, including…

Bayesian optimisation is a sample efficient method for finding a global optimum of expensive black-box objective functions. Historic datasets from related problems can be exploited to help improve performance of Bayesian optimisation by…

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…

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic…

Bayesian optimisation (BO) has been a successful approach to optimise functions which are expensive to evaluate and whose observations are noisy. Classical BO algorithms, however, do not account for errors about the location where…

Optimizing objectives under constraints, where both the objectives and constraints are black box functions, is a common scenario in real-world applications such as scientific experimental design, design of medical therapies, and industrial…