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In Bayesian optimization, accounting for the importance of the output relative to the input is a crucial yet challenging exercise, as it can considerably improve the final result but often involves inaccurate and cumbersome entropy…

Machine Learning · Computer Science 2020-12-30 Antoine Blanchard , Themistoklis Sapsis

It is essential that all algorithms are exhaustively, somewhat, and intelligently evaluated. Nonetheless, evaluating the effectiveness of optimization algorithms equitably and fairly is not an easy process for various reasons. Choosing and…

Bilevel optimization (BO) is useful for solving a variety of important machine learning problems including but not limited to hyperparameter optimization, meta-learning, continual learning, and reinforcement learning. Conventional BO…

Machine Learning · Computer Science 2022-09-20 Mao Ye , Bo Liu , Stephen Wright , Peter Stone , Qiang Liu

The practice of evolutionary algorithms involves the tuning of many parameters. How big should the population be? How many generations should the algorithm run? What is the (tournament selection) tournament size? What probabilities should…

Neural and Evolutionary Computing · Computer Science 2018-06-08 Moshe Sipper , Weixuan Fu , Karuna Ahuja , Jason H. Moore

Bayesian optimization (BO) is a popular algorithm for solving challenging optimization tasks. It is designed for problems where the objective function is expensive to evaluate, perhaps not available in exact form, without gradient…

Machine Learning · Statistics 2018-08-22 Umberto Noè , Dirk Husmeier

Bayesian optimization (BO) algorithms form a class of surrogate-based heuristics, aimed at efficiently computing high-quality solutions for numerical black-box optimization problems. The BO pipeline is highly modular, with different design…

Machine Learning · Computer Science 2022-11-18 Carolin Benjamins , Anja Jankovic , Elena Raponi , Koen van der Blom , Marius Lindauer , Carola Doerr

The LogQ algorithm encodes Quadratic Unconstrained Binary Optimization (QUBO) problems with exponentially fewer qubits than the Quantum Approximate Optimization Algorithm (QAOA). The advantages of conventional LogQ are accompanied by a…

Quantum Physics · Physics 2025-07-14 Yagnik Chatterjee , Jérémie Messud

Robotic algorithms typically depend on various parameters, the choice of which significantly affects the robot's performance. While an initial guess for the parameters may be obtained from dynamic models of the robot, parameters are usually…

Robotics · Computer Science 2020-04-08 Felix Berkenkamp , Andreas Krause , Angela P. Schoellig

This paper depicts an algorithm for solving the Decision Boolean Satisfiability Problem using the binary numerical properties of a Special Decision Satisfiability Problem, parallel execution, object oriented, and short termination. The two…

Data Structures and Algorithms · Computer Science 2018-04-17 Carlos Barrón-Romero

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

Bayesian Optimization (BO) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

Machine Learning · Computer Science 2023-11-07 Lin Yang , Junlong Lyu , Wenlong Lyu , Zhitang Chen

Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…

Machine Learning · Computer Science 2026-02-03 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

The task of hyper-parameter optimization (HPO) is burdened with heavy computational costs due to the intractability of optimizing both a model's weights and its hyper-parameters simultaneously. In this work, we introduce a new class of HPO…

Machine Learning · Computer Science 2021-12-14 Mathieu Tuli , Mahdi S. Hosseini , Konstantinos N. Plataniotis

Bayesian optimization (BO) is a popular method to optimize costly black-box functions. While traditional BO optimizes each new target task from scratch, meta-learning has emerged as a way to leverage knowledge from related tasks to optimize…

Machine Learning · Computer Science 2024-07-01 Jiarong Pan , Stefan Falkner , Felix Berkenkamp , Joaquin Vanschoren

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

Machine Learning · Statistics 2024-06-07 Huong Ha , Vu Nguyen , Hung Tran-The , Hongyu Zhang , Xiuzhen Zhang , Anton van den Hengel

Evolutionary algorithms (EAs) are general-purpose optimisers that come with several parameters like the sizes of parent and offspring populations or the mutation rate. It is well known that the performance of EAs may depend drastically on…

Neural and Evolutionary Computing · Computer Science 2022-10-13 Mario Alejandro Hevia Fajardo , Dirk Sudholt

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

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Machine Learning · Computer Science 2020-08-04 Lidan Wang , Franck Dernoncourt , Trung Bui

This paper proposes the first-ever algorithmic framework for tuning hyper-parameters of stochastic optimization algorithm based on reinforcement learning. Hyper-parameters impose significant influences on the performance of stochastic…

Machine Learning · Computer Science 2020-03-11 Haotian Zhang , Jianyong Sun , Zongben Xu

An algorithm for unconstrained non-convex optimization is described, which does not evaluate the objective function and in which minimization is carried out, at each iteration, within a randomly selected subspace. It is shown that this…

Optimization and Control · Mathematics 2025-01-31 S. Bellavia , S. Gratton , B. Morini , Ph. L. Toint
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