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Bayesian optimization is a powerful method for optimizing black-box functions with limited function evaluations. Recent works have shown that optimization in a latent space through deep generative models such as variational autoencoders…

机器学习 · 计算机科学 2023-11-21 Seunghun Lee , Jaewon Chu , Sihyeon Kim , Juyeon Ko , Hyunwoo J. Kim

Bayesian optimization (BO) is a well-established method to optimize black-box functions whose direct evaluations are costly. In this paper, we tackle the problem of incorporating expert knowledge into BO, with the goal of further…

机器学习 · 计算机科学 2022-08-19 Daolang Huang , Louis Filstroff , Petrus Mikkola , Runkai Zheng , Samuel Kaski

A vital stage in the mathematical modelling of real-world systems is to calibrate a model's parameters to observed data. Likelihood-free parameter inference methods, such as Approximate Bayesian Computation, build Monte Carlo samples of the…

统计计算 · 统计学 2021-12-23 Thomas P Prescott , Ruth E Baker

Bayesian optimization and Lipschitz optimization have developed alternative techniques for optimizing black-box functions. They each exploit a different form of prior about the function. In this work, we explore strategies to combine these…

机器学习 · 计算机科学 2020-07-29 Mohamed Osama Ahmed , Sharan Vaswani , Mark Schmidt

This study investigates the application of Bayesian Optimization (BO) for the hyperparameter tuning of neural networks, specifically targeting the enhancement of Convolutional Neural Networks (CNN) for image classification tasks. Bayesian…

机器学习 · 计算机科学 2024-10-30 Gabriele Onorato

Bayesian optimization (BO) is an efficient method to optimize expensive black-box functions. It has been generalized to scenarios where objective function evaluations return stochastic binary feedback, such as success/failure in a given…

机器学习 · 统计学 2021-11-08 Tristan Fauvel , Matthew Chalk

Bayesian optimization (BO) is one of the most powerful strategies to solve computationally expensive-to-evaluate blackbox optimization problems. However, BO methods are conventionally used for optimization problems of small dimension…

最优化与控制 · 数学 2025-02-10 Rémy Priem , Youssef Diouane , Nathalie Bartoli , Sylvain Dubreuil , Paul Saves

One way to reduce the time of conducting optimization studies is to evaluate designs in parallel rather than just one-at-a-time. For expensive-to-evaluate black-boxes, batch versions of Bayesian optimization have been proposed. They work by…

最优化与控制 · 数学 2023-04-04 Mickael Binois , Nicholson Collier , Jonathan Ozik

Multi-fidelity optimization employs surrogate models that integrate information from varying levels of fidelity to guide efficient exploration of complex design spaces while minimizing the reliance on (expensive) high-fidelity objective…

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…

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…

系统与控制 · 电气工程与系统科学 2020-01-22 Lukas P. Fröhlich , Edgar D. Klenske , Christian G. Daniel , Melanie N. Zeilinger

Many real-world optimisation problems are defined over both categorical and continuous variables, yet efficient optimisation methods such asBayesian Optimisation (BO) are not designed tohandle such mixed-variable search spaces. Recent…

机器学习 · 统计学 2022-02-18 Yan Zuo , Amir Dezfouli , Iadine Chades , David Alexander , Benjamin Ward Muir

Bayesian optimization (BO) is a popular method for optimizing expensive black-box functions. BO has several well-documented shortcomings, including computational slowdown with longer optimization runs, poor suitability for non-stationary or…

机器学习 · 计算机科学 2024-06-18 E. Visser , C. E. van Daalen , J. C. Schoeman

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

机器学习 · 统计学 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Bayesian optimization (BO) is an efficient method for optimizing expensive black-box functions. In real-world applications, BO often faces a major problem of missing values in inputs. The missing inputs can happen in two cases. First, the…

机器学习 · 计算机科学 2020-06-22 Phuc Luong , Dang Nguyen , Sunil Gupta , Santu Rana , Svetha Venkatesh

Bayesian Optimization (BO) is an effective method for finding the global optimum of expensive black-box functions. However, it is well known that applying BO to high-dimensional optimization problems is challenging. To address this issue, a…

机器学习 · 统计学 2024-02-06 Lam Ngo , Huong Ha , Jeffrey Chan , Vu Nguyen , Hongyu Zhang

Multifidelity approximate Bayesian computation (MF-ABC) is a likelihood-free technique for parameter inference that exploits model approximations to significantly increase the speed of ABC algorithms (Prescott and Baker, 2020). Previous…

统计计算 · 统计学 2021-12-23 Thomas P. Prescott , Ruth E. Baker

In many real-world problems, we want to infer some property of an expensive black-box function $f$, given a budget of $T$ function evaluations. One example is budget constrained global optimization of $f$, for which Bayesian optimization is…

机器学习 · 统计学 2021-07-07 Willie Neiswanger , Ke Alexander Wang , Stefano Ermon

Bayesian optimization (BO ) is an effective method for optimizing expensive-to-evaluate black-box functions. While high-dimensional problems can be particularly challenging, due to the multitude of parameter choices and the potentially high…

机器学习 · 计算机科学 2025-04-09 Erik Hellsten , Carl Hvarfner , Leonard Papenmeier , Luigi Nardi

Bayesian optimization has emerged as a highly effective tool for the safe online optimization of systems, due to its high sample efficiency and noise robustness. To further enhance its efficiency, reduced physical models of the system can…

机器学习 · 计算机科学 2024-06-18 Jannis O. Lübsen , Christian Hespe , Annika Eichler