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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…

机器学习 · 计算机科学 2020-12-30 Antoine Blanchard , Themistoklis Sapsis

Bayesian optimization (BO) is a popular method to optimize expensive black-box functions. It efficiently tunes machine learning algorithms under the implicit assumption that hyperparameter evaluations cost approximately the same. In…

机器学习 · 计算机科学 2020-11-25 Gauthier Guinet , Valerio Perrone , Cédric Archambeau

Bayesian optimization (BO) has emerged as a powerful tool for navigating complex search spaces, showcasing practical applications in the fields of science and engineering.However, since it typically relies on a surrogate model to…

机器学习 · 计算机科学 2024-06-19 Joseph Chakar

Bayesian optimization is a class of global optimization techniques. In Bayesian optimization, the underlying objective function is modeled as a realization of a Gaussian process. Although the Gaussian process assumption implies a random…

统计理论 · 数学 2023-05-08 Rui Tuo , Wenjia Wang

Bayesian inference remains one of the most important tool-kits for any scientist, but increasingly expensive likelihood functions are required for ever-more complex experiments, raising the cost of generating a Monte Carlo sample of the…

机器学习 · 统计学 2023-05-31 Jesús Torrado , Nils Schöneberg , Jonas El Gammal

Bayesian optimization is a popular framework for the optimization of black box functions. Multifidelity methods allows to accelerate Bayesian optimization by exploiting low-fidelity representations of expensive objective functions. Popular…

机器学习 · 计算机科学 2024-07-08 Francesco Di Fiore , Laura Mainini

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

系统与控制 · 计算机科学 2019-01-24 Matthias Neumann-Brosig , Alonso Marco , Dieter Schwarzmann , Sebastian Trimpe

We present a general strategy for turning generative models into candidate solution samplers for batch Bayesian optimization (BO). The use of generative models for BO enables large batch scaling as generative sampling, optimization of…

机器学习 · 统计学 2026-05-15 Rafael Oliveira , Daniel M. Steinberg , Edwin V. Bonilla

Building surrogate models is one common approach when we attempt to learn unknown black-box functions. Bayesian optimization provides a framework which allows us to build surrogate models based on sequential samples drawn from the function…

机器学习 · 计算机科学 2021-09-17 Hengrui Luo , James W. Demmel , Younghyun Cho , Xiaoye S. Li , Yang Liu

Global optimization problems whose objective function is expensive to evaluate can be solved effectively by recursively fitting a surrogate function to function samples and minimizing an acquisition function to generate new samples. The…

机器学习 · 计算机科学 2020-01-10 Alberto Bemporad

A key drawback of the current generation of artificial decision-makers is that they do not adapt well to changes in unexpected situations. This paper addresses the situation in which an AI for aerial dog fighting, with tunable parameters…

机器学习 · 统计学 2016-12-14 Brett Israelsen , Nisar Ahmed

Bayesian optimization (BO) is a powerful approach for optimizing black-box, expensive-to-evaluate functions. To enable a flexible trade-off between the cost and accuracy, many applications allow the function to be evaluated at different…

机器学习 · 计算机科学 2021-10-27 Shibo Li , Robert M. Kirby , Shandian Zhe

Although the existing max-value entropy search (MES) is based on the widely celebrated notion of mutual information, its empirical performance can suffer due to two misconceptions whose implications on the exploration-exploitation trade-off…

机器学习 · 计算机科学 2022-03-01 Quoc Phong Nguyen , Bryan Kian Hsiang Low , Patrick Jaillet

Bayesian optimization (BO) has well-documented merits for optimizing black-box functions with an expensive evaluation cost. Such functions emerge in applications as diverse as hyperparameter tuning, drug discovery, and robotics. BO hinges…

机器学习 · 统计学 2026-05-28 Qin Lu , Konstantinos D. Polyzos , Bingcong Li , Georgios B. Giannakis

The surrogate-assisted optimization algorithm is a promising approach for solving expensive multi-objective optimization problems. However, most existing surrogate-assisted multi-objective optimization algorithms have three main drawbacks:…

神经与进化计算 · 计算机科学 2018-11-06 Xi Lin , Hui-Ling Zhen , Zhenhua Li , Qingfu Zhang , Sam Kwong

An efficient method for finding a better maximizer of computationally extensive probability distributions is proposed on the basis of a Bayesian optimization technique. A key idea of the proposed method is to use extreme values of…

数据分析、统计与概率 · 物理学 2018-03-14 Ryo Tamura , Koji Hukushima

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…

机器学习 · 统计学 2012-08-30 Jasper Snoek , Hugo Larochelle , Ryan P. Adams

We consider the problem of optimizing a real-valued continuous function $f$ using a Bayesian approach, where the evaluations of $f$ are chosen sequentially by combining prior information about $f$, which is described by a random process…

最优化与控制 · 数学 2011-11-22 Romain Benassi , Julien Bect , Emmanuel Vazquez

Bayesian optimization (BO) is a sample-efficient approach to optimizing costly-to-evaluate black-box functions. Most BO methods ignore how evaluation costs may vary over the optimization domain. However, these costs can be highly…

机器学习 · 计算机科学 2021-11-15 Raul Astudillo , Daniel R. Jiang , Maximilian Balandat , Eytan Bakshy , Peter I. Frazier

An exciting branch of machine learning research focuses on methods for learning, optimizing, and integrating unknown functions that are difficult or costly to evaluate. A popular Bayesian approach to this problem uses a Gaussian process…

机器学习 · 统计学 2018-04-02 Anqi Wu , Mikio C. Aoi , Jonathan W. Pillow