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Bayesian optimisation (BO) is widely used to optimise stochastic black box functions. While most BO approaches focus on optimising conditional expectations, many applications require risk-averse strategies and alternative criteria…

机器学习 · 统计学 2022-07-11 Victor Picheny , Henry Moss , Léonard Torossian , Nicolas Durrande

Black-box optimization (BBO) has a broad range of applications, including automatic machine learning, engineering, physics, and experimental design. However, it remains a challenge for users to apply BBO methods to their problems at hand…

We propose a novel Bayesian optimization (BO) procedure aimed at identifying the ``profile optima'' of a deterministic black-box computer simulation that has a single control parameter and multiple nuisance parameters. The profile optima…

统计方法学 · 统计学 2025-12-30 Courtney Kyger , James Fernandez , John A. Grunenwald , James Braun , Annie Booth

Bayesian Optimization (BO) is a framework for black-box optimization that is especially suitable for expensive cost functions. Among the main parts of a BO algorithm, the acquisition function is of fundamental importance, since it guides…

Bayesian optimization (BO) is a sample-efficient method and has been widely used for optimizing expensive black-box functions. Recently, there has been a considerable interest in BO literature in optimizing functions that are affected by…

机器学习 · 计算机科学 2023-12-22 Xiaobin Huang , Lei Song , Ke Xue , Chao Qian

Optimization of high-dimensional black-box functions is an extremely challenging problem. While Bayesian optimization has emerged as a popular approach for optimizing black-box functions, its applicability has been limited to…

机器学习 · 统计学 2018-08-06 Zi Wang , Chengtao Li , Stefanie Jegelka , Pushmeet Kohli

Bayesian Optimization (BO) is a powerful, sample-efficient technique to optimize expensive-to-evaluate functions. Each of the BO components, such as the surrogate model, the acquisition function (AF), or the initial design, is subject to a…

Bayesian optimization (BO) is a popular methodology to tune the hyperparameters of expensive black-box functions. Traditionally, BO focuses on a single task at a time and is not designed to leverage information from related functions, such…

机器学习 · 统计学 2021-04-20 David Salinas , Huibin Shen , Valerio Perrone

Motivated by the growing need for black-box optimization and data privacy, we introduce a collaborative Bayesian optimization (BO) framework that addresses both of these challenges. In this framework agents work collaboratively to optimize…

机器学习 · 计算机科学 2025-04-16 Donglin Zhan , Haoting Zhang , Rhonda Righter , Zeyu Zheng , James Anderson

Many real-world optimization problems are guided by complex, subjective preferences that are difficult to express as explicit closed-form objectives. In response, we introduce Language-in-the-Loop Optimization (LILO), a Bayesian…

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…

机器学习 · 计算机科学 2023-10-16 Fengxue Zhang , Zejie Zhu , Yuxin Chen

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…

机器学习 · 计算机科学 2019-08-20 Marius Lindauer , Matthias Feurer , Katharina Eggensperger , André Biedenkapp , Frank Hutter

One of the most critical problems in machine learning is HyperParameter Optimization (HPO), since choice of hyperparameters has a significant impact on final model performance. Although there are many HPO algorithms, they either have no…

机器学习 · 计算机科学 2023-06-09 Yasong Feng , Weijian Luo , Yimin Huang , Tianyu Wang

Bayesian optimization (BO) methods choose sample points by optimizing an acquisition function derived from a statistical model of the objective. These acquisition functions are chosen to balance sampling regions with predicted good…

机器学习 · 计算机科学 2024-08-16 Darian Nwankwo , David Bindel

The optimization of high-dimensional black-box functions is a challenging problem. When a low-dimensional linear embedding structure can be assumed, existing Bayesian optimization (BO) methods often transform the original problem into…

机器学习 · 统计学 2022-11-03 Shuhei A. Horiguchi , Tomoharu Iwata , Taku Tsuzuki , Yosuke Ozawa

Bayesian optimization (BO) is a widely used framework for optimizing expensive black-box functions, commonly based on Gaussian process (GP) surrogate models. Its effectiveness relies on uncertainty quantification that is both sharp…

机器学习 · 计算机科学 2026-05-12 Marshal Arijona Sinaga , Julien Martinelli , Teemu Turpeinen , Samuel Kaski

This study presents an effective global optimization technique designed for multivariate functions that are H\"older continuous. Unlike traditional methods that construct lower bounding proxy functions, this algorithm employs a…

机器学习 · 计算机科学 2023-03-28 Kaan Gokcesu , Hakan Gokcesu

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box functions. However, in settings with very few function evaluations, a successful application of BO may require transferring information from…

机器学习 · 计算机科学 2024-09-10 Aryan Deshwal , Sait Cakmak , Yuhou Xia , David Eriksson

Preferential Bayesian optimization (PBO) is a framework for optimizing a decision-maker's latent preferences over available design choices. While preferences often involve multiple conflicting objectives, existing work in PBO assumes that…

机器学习 · 计算机科学 2024-06-24 Raul Astudillo , Kejun Li , Maegan Tucker , Chu Xin Cheng , Aaron D. Ames , Yisong Yue

For a wide range of applications the structure of systems like Neural Networks or complex simulations, is unknown and approximation is costly or even impossible. Black-box optimization seeks to find optimal (hyper-) parameters for these…

机器学习 · 计算机科学 2023-09-06 Janina Schreiber , Damar Wicaksono , Michael Hecht