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Classical evolutionary approaches for multiobjective optimization are quite accurate but incur a lot of queries to the objectives; this can be prohibitive when objectives are expensive oracles. A sample-efficient approach to solving…

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…

We consider the problem of optimizing expensive black-box functions over high-dimensional combinatorial spaces which arises in many science, engineering, and ML applications. We use Bayesian Optimization (BO) and propose a novel surrogate…

Bayesian optimization is used in many areas of AI for the optimization of black-box processes and has achieved impressive improvements of the state of the art for a lot of applications. It intelligently explores large and complex design…

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

Some real-world problems revolve to solve the optimization problem \max_{x\in\mathcal{X}}f\left(x\right) where f\left(.\right) is a black-box function and X might be the set of non-vectorial objects (e.g., distributions) where we can only…

This paper proposes a general optimization strategy, which combines results from different optimization or parameter estimation methods to overcome shortcomings of a single method. Shotgun optimization is developed as a framework which…

We consider the problem of optimizing a grey-box objective function, i.e., nested function composed of both black-box and white-box functions. A general formulation for such grey-box problems is given, which covers the existing grey-box…

Bayesian optimization (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting parameters where we…

Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…

The global optimization of a high-dimensional black-box function under black-box constraints is a pervasive task in machine learning, control, and engineering. These problems are challenging since the feasible set is typically non-convex…

Many contemporary machine learning models require extensive tuning of hyperparameters to perform well. A variety of methods, such as Bayesian optimization, have been developed to automate and expedite this process. However, tuning remains…

In robotics, methods and softwares usually require optimizations of hyperparameters in order to be efficient for specific tasks, for instance industrial bin-picking from homogeneous heaps of different objects. We present a developmental…

We consider computationally expensive blackbox optimization problems and present a method that employs surrogate models and concurrent computing at the search step of the mesh adaptive direct search (MADS) algorithm. Specifically, we solve…

Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO…

Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…

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…

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…

We consider Bayesian optimization of the output of a network of functions, where each function takes as input the output of its parent nodes, and where the network takes significant time to evaluate. Such problems arise, for example, in…

Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…