中文
相关论文

相关论文: Nonmyopic Gaussian Process Optimization with Macro…

200 篇论文

Bayesian optimization (BO) is an efficient and flexible global optimization framework that is applicable to a very wide range of engineering applications. To leverage the capability of the classical BO, many extensions, including…

机器学习 · 统计学 2021-09-01 Anh Tran , Mike Eldred , Scott McCann , Yan Wang

Bayesian optimization (BO) is a popular global optimization scheme for sample-efficient optimization in domains with expensive function evaluations. The existing BO techniques are capable of finding a single global optimum solution.…

最优化与控制 · 数学 2023-08-08 Yongsheng Mei , Tian Lan , Mahdi Imani , Suresh Subramaniam

Bayesian optimization (BO) has become a popular strategy for global optimization of expensive real-world functions. Contrary to a common expectation that BO is suited to optimizing black-box functions, it actually requires domain knowledge…

机器学习 · 计算机科学 2024-08-06 Zi Wang , George E. Dahl , Kevin Swersky , Chansoo Lee , Zachary Nado , Justin Gilmer , Jasper Snoek , Zoubin Ghahramani

In this paper, we deal with batch Bayesian Optimization (Bayes-Opt) problems over a box and we propose a novel bi-objective optimization (BOO) acquisition strategy to sample points where to evaluate the objective function. The BOO problem…

最优化与控制 · 数学 2025-05-27 Francesco Carciaghi , Simone Magistri , Pierluigi Mansueto , Fabio Schoen

Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

机器学习 · 计算机科学 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau

In decision-making problems, the outcome of an intervention often depends on the causal relationships between system components and is highly costly to evaluate. In such settings, causal Bayesian optimization (CBO) can exploit the causal…

机器学习 · 统计学 2025-02-21 Shriya Bhatija , Paul-David Zuercher , Jakob Thumm , Thomas Bohné

Bayesian optimization is normally performed within fixed variable bounds. In cases like hyperparameter tuning for machine learning algorithms, setting the variable bounds is not trivial. It is hard to guarantee that any fixed bounds will…

最优化与控制 · 数学 2020-01-15 Wei Chen , Mark Fuge

Existing Bayesian Optimization (BO) methods typically balance exploration and exploitation to optimize costly objective functions. However, these methods often suffer from a significant one-step bias, which may lead to convergence towards…

机器学习 · 计算机科学 2025-10-23 Ruiyao Miao , Junren Xiao , Shiya Tsang , Hui Xiong , Yingnian Wu

Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…

统计计算 · 统计学 2022-08-18 Oskar Gustafsson , Mattias Villani , Pär Stockhammar

Bayesian Optimization, the application of Bayesian function approximation to finding optima of expensive functions, has exploded in popularity in recent years. In particular, much attention has been paid to improving its efficiency on…

最优化与控制 · 数学 2022-05-18 Mickael Binois , Nathan Wycoff

Bayesian optimization (BO) is an effective paradigm for the optimization of expensive-to-sample systems. Standard BO learns the performance of a system $f(x)$ by using a Gaussian Process (GP) model; this treats the system as a black-box and…

机器学习 · 统计学 2025-01-03 Leonardo D. González , Victor M. Zavala

Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…

机器学习 · 统计学 2019-05-10 Ali Hebbal , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Nouredine Melab

Online solvers for partially observable Markov decision processes have difficulty scaling to problems with large action spaces. Monte Carlo tree search with progressive widening attempts to improve scaling by sampling from the action space…

人工智能 · 计算机科学 2021-11-04 John Mern , Anil Yildiz , Zachary Sunberg , Tapan Mukerji , Mykel J. Kochenderfer

Bayesian optimisation (BO) is a powerful framework for global optimisation of costly functions, using predictions from Gaussian process models (GPs). In this work, we apply BO to functions that exhibit invariance to a known group of…

机器学习 · 计算机科学 2024-10-23 Theodore Brown , Alexandru Cioba , Ilija Bogunovic

We propose an extrinsic Bayesian optimization (eBO) framework for general optimization problems on manifolds. Bayesian optimization algorithms build a surrogate of the objective function by employing Gaussian processes and quantify the…

最优化与控制 · 数学 2023-01-02 Yihao Fang , Mu Niu , Pokman Cheung , Lizhen Lin

We propose a novel actor-critic, model-free reinforcement learning algorithm which employs a Bayesian method of parameter space exploration to solve environments. A Gaussian process is used to learn the expected return of a policy given the…

机器学习 · 计算机科学 2020-03-03 Ashish Rao , Bidipta Sarkar , Tejas Narayanan

Many real-world tasks require optimizing expensive black-box functions accessible only through noisy evaluations, a setting commonly addressed with Bayesian optimization (BO). While Bayesian neural networks (BNNs) have recently emerged as…

机器学习 · 计算机科学 2026-01-14 Farhad Mirkarimi

Bayesian optimization (BO) has become an established framework and popular tool for hyperparameter optimization (HPO) of machine learning (ML) algorithms. While known for its sample-efficiency, vanilla BO can not utilize readily available…

机器学习 · 计算机科学 2022-04-26 Carl Hvarfner , Danny Stoll , Artur Souza , Marius Lindauer , Frank Hutter , Luigi Nardi

Bayesian optimization (BO) is a popular technique for sequential black-box function optimization, with applications including parameter tuning, robotics, environmental monitoring, and more. One of the most important challenges in BO is the…

机器学习 · 计算机科学 2018-03-29 Paul Rolland , Jonathan Scarlett , Ilija Bogunovic , Volkan Cevher

Bayesian optimization (BO) is a powerful framework for optimizing expensive black-box objectives, yet extending it to graph-structured domains remains challenging due to the discrete and combinatorial nature of graphs. Existing approaches…

机器学习 · 计算机科学 2025-11-12 Shu Hong , Yongsheng Mei , Mahdi Imani , Tian Lan