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Bayesian Optimization (BO) is a common approach for hyperparameter optimization (HPO) in automated machine learning. Although it is well-accepted that HPO is crucial to obtain well-performing machine learning models, tuning BO's own…

Machine Learning · Computer Science 2019-08-20 Marius Lindauer , Matthias Feurer , Katharina Eggensperger , André Biedenkapp , Frank Hutter

This paper proposes the incremental Bayesian optimization algorithm (iBOA), which modifies standard BOA by removing the population of solutions and using incremental updates of the Bayesian network. iBOA is shown to be able to learn and…

Neural and Evolutionary Computing · Computer Science 2008-07-30 Martin Pelikan , Kumara Sastry , David E. Goldberg

Bayesian optimization (BO) based on Gaussian process models is a powerful paradigm to optimize black-box functions that are expensive to evaluate. While several BO algorithms provably converge to the global optimum of the unknown function,…

Machine Learning · Statistics 2019-04-03 Felix Berkenkamp , Angela P. Schoellig , Andreas Krause

Bayesian optimization (BO) is a powerful approach for seeking the global optimum of expensive black-box functions and has proven successful for fine tuning hyper-parameters of machine learning models. However, BO is practically limited to…

Machine Learning · Statistics 2020-09-28 Riccardo Moriconi , Marc P. Deisenroth , K. S. Sesh Kumar

Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…

Machine Learning · Computer Science 2026-04-10 Colin Doumont , Donney Fan , Natalie Maus , Jacob R. Gardner , Henry Moss , Geoff Pleiss

The PC algorithm is a popular method for learning the structure of Gaussian Bayesian networks. It carries out statistical tests to determine absent edges in the network. It is hence governed by two parameters: (i) The type of test, and (ii)…

One of the most critical issues in machine learning is the selection of appropriate hyper parameters for training models. Machine learning models may be able to reach the best training performance and may increase the ability to generalize…

Machine Learning · Computer Science 2023-02-23 Caner Erden , Halil Ibrahim Demir , Abdullah Hulusi Kökçam

Bayesian Optimization (BO) is a method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…

Machine Learning · Computer Science 2024-02-13 Yihang Shen , Carl Kingsford

An automated technique has recently been proposed to transfer learning in the hierarchical Bayesian optimization algorithm (hBOA) based on distance-based statistics. The technique enables practitioners to improve hBOA efficiency by…

Neural and Evolutionary Computing · Computer Science 2012-06-22 Martin Pelikan , Mark W. Hauschild , Pier Luca Lanzi

This paper describes a scalable algorithm for solving multiobjective decomposable problems by combining the hierarchical Bayesian optimization algorithm (hBOA) with the nondominated sorting genetic algorithm (NSGA-II) and clustering in the…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Martin Pelikan , Kumara Sastry , David E. Goldberg

Bayesian optimization (BO) is a leading method for optimizing expensive black-box optimization and has been successfully applied across various scenarios. However, BO suffers from the curse of dimensionality, making it challenging to scale…

Machine Learning · Computer Science 2025-04-03 Vu Viet Hoang , Hung The Tran , Sunil Gupta , Vu Nguyen

Bayesian Optimization (BO) is an effective method for optimizing expensive-to-evaluate black-box functions with a wide range of applications for example in robotics, system design and parameter optimization. However, scaling BO to problems…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Lukas P. Fröhlich , Edgar D. Klenske , Christian G. Daniel , Melanie N. Zeilinger

The Java implementation of a portfolio of parameter-less evolutionary algorithms is presented. The Parameter-less Evolutionary Portfolio implements a heuristic that performs adaptive selection of parameter-less evolutionary algorithms in…

Mathematical Software · Computer Science 2015-07-01 José C. Pereira , Fernando G. Lobo

Bayesian Optimization (BO) is a class of black-box, surrogate-based heuristics that can efficiently optimize problems that are expensive to evaluate, and hence admit only small evaluation budgets. BO is particularly popular for solving…

Machine Learning · Computer Science 2024-06-25 Maria Laura Santoni , Elena Raponi , Renato De Leone , Carola Doerr

Zero-shot hyperparameter optimization (HPO) is a simple yet effective use of transfer learning for constructing a small list of hyperparameter (HP) configurations that complement each other. That is to say, for any given dataset, at least…

Machine Learning · Statistics 2020-07-28 Fela Winkelmolen , Nikita Ivkin , H. Furkan Bozkurt , Zohar Karnin

Automated hyperparameter optimization (HPO) has gained great popularity and is an important ingredient of most automated machine learning frameworks. The process of designing HPO algorithms, however, is still an unsystematic and manual…

Bayesian optimization (BO) is a widely popular approach for the hyperparameter optimization (HPO) in machine learning. At its core, BO iteratively evaluates promising configurations until a user-defined budget, such as wall-clock time or…

Although the population size is an important parameter in evolutionary multi-objective optimization (EMO), little is known about its influence on preference-based EMO (PBEMO). The effectiveness of an unbounded external archive (UA) in PBEMO…

Neural and Evolutionary Computing · Computer Science 2023-04-10 Ryoji Tanabe

Hyperparameter optimization (HPO) is a critical component of machine learning pipelines, significantly affecting model robustness, stability, and generalization. However, HPO is often a time-consuming and computationally intensive task.…

Machine Learning · Computer Science 2025-03-10 Ruinan Wang , Ian Nabney , Mohammad Golbabaee

Bayesian optimisation (BO) uses probabilistic surrogate models - usually Gaussian processes (GPs) - for the optimisation of expensive black-box functions. At each BO iteration, the GP hyperparameters are fit to previously-evaluated data by…

Machine Learning · Computer Science 2021-05-04 George De Ath , Richard Everson , Jonathan Fieldsend
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