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Bayesian optimization (BO) is a powerful approach for optimizing complex and expensive-to-evaluate black-box functions. Its importance is underscored in many applications, notably including hyperparameter tuning, but its efficacy depends on…

机器学习 · 计算机科学 2024-03-11 Tennison Liu , Nicolás Astorga , Nabeel Seedat , Mihaela van der Schaar

Bayesian Optimization (BO) is a class of black-box, surrogate-based heuristics that can efficiently optimize problems that are expensive to evaluate, and hence admit only small evaluation budgets. BO is particularly popular for solving…

机器学习 · 计算机科学 2024-06-25 Maria Laura Santoni , Elena Raponi , Renato De Leone , Carola Doerr

Bayesian Optimization is a sample-efficient black-box optimization procedure that is typically applied to problems with a small number of independent objectives. However, in practice we often wish to optimize objectives defined over many…

机器学习 · 计算机科学 2021-10-29 Wesley J. Maddox , Maximilian Balandat , Andrew Gordon Wilson , Eytan Bakshy

We address the problem of optimising the average payoff for a large number of cooperating agents, where the payoff function is unknown and treated as a black box. While standard Bayesian Optimisation (BO) methods struggle with the…

机器学习 · 计算机科学 2025-02-19 Petar Steinberg , Juliusz Ziomek , Matej Jusup , Ilija Bogunovic

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 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…

机器学习 · 统计学 2019-09-30 Valerio Perrone , Huibin Shen , Matthias Seeger , Cedric Archambeau , Rodolphe Jenatton

While Bayesian Optimization (BO) is a very popular method for optimizing expensive black-box functions, it fails to leverage the experience of domain experts. This causes BO to waste function evaluations on bad design choices (e.g., machine…

机器学习 · 计算机科学 2021-04-20 Artur Souza , Luigi Nardi , Leonardo B. Oliveira , Kunle Olukotun , Marius Lindauer , Frank Hutter

Bayesian optimization (BO) is a framework for global optimization of expensive-to-evaluate objective functions. Classical BO methods assume that the objective function is a black box. However, internal information about objective function…

机器学习 · 计算机科学 2022-01-04 Raul Astudillo , Peter I. Frazier

In Bayesian optimisation, we often seek to minimise the black-box objective functions that arise in real-world physical systems. A primary contributor to the cost of evaluating such black-box objective functions is often the effort required…

机器学习 · 计算机科学 2024-07-04 Adam X. Yang , Laurence Aitchison , Henry B. Moss

Bayesian optimization (BO) is a sample-efficient approach for tuning design parameters to optimize expensive-to-evaluate, black-box performance metrics. In many manufacturing processes, the design parameters are subject to random input…

机器学习 · 计算机科学 2022-06-06 Samuel Daulton , Sait Cakmak , Maximilian Balandat , Michael A. Osborne , Enlu Zhou , Eytan Bakshy

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…

机器学习 · 统计学 2016-11-16 Matthias Poloczek , Jialei Wang , Peter I. Frazier

Bayesian optimization (BO) is well known to be sample-efficient for solving black-box problems. However, the BO algorithms can sometimes get stuck in suboptimal solutions even with plenty of samples. Intrinsically, such suboptimal problem…

机器学习 · 计算机科学 2025-01-24 Zhendong Guo , Yew-Soon Ong , Tiantian He , Haitao Liu

Bayesian optimization is a powerful tool for solving real-world optimization tasks under tight evaluation budgets, making it well-suited for applications involving costly simulations or experiments. However, many of these tasks are also…

机器学习 · 计算机科学 2025-06-18 Paolo Ascia , Elena Raponi , Thomas Bäck , Fabian Duddeck

Time-Varying Bayesian Optimization (TVBO) is the go-to framework for optimizing a time-varying, expensive, noisy black-box function $f$. However, most of the asymptotic guarantees offered by TVBO algorithms rely on the assumption that…

机器学习 · 统计学 2025-10-21 Anthony Bardou , Patrick Thiran

We propose to use Bayesian optimization (BO) to improve the efficiency of the design selection process in clinical trials. BO is a method to optimize expensive black-box functions, by using a regression as a surrogate to guide the search.…

统计方法学 · 统计学 2021-05-20 Jakob Richter , Tim Friede , Jörg Rahnenführer

Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…

机器学习 · 统计学 2025-02-05 Haoxian Chen , Henry Lam

Bilevel optimization is characterized by a two-level optimization structure, where the upper-level problem is constrained by optimal lower-level solutions, and such structures are prevalent in real-world problems. The constraint by optimal…

机器学习 · 计算机科学 2025-05-29 Ruth Wan Theng Chew , Quoc Phong Nguyen , Bryan Kian Hsiang Low

The formalism of Bayesian model selection provides a very elegant way of ranking different physical models in terms of how compatible they are with a given set of observed data. However, its practical application is often hampered by the…

宇宙学与河外天体物理 · 物理学 2026-01-19 Nathan Cohen , Jan Hamann , Ameek Malhotra

Bayesian optimization (BO) is a class of global optimization algorithms, suitable for minimizing an expensive objective function in as few function evaluations as possible. While BO budgets are typically given in iterations, this implicitly…

机器学习 · 计算机科学 2020-03-25 Eric Hans Lee , Valerio Perrone , Cedric Archambeau , Matthias Seeger

Bayesian optimization (BO) is widely used for black-box optimization problems, and have been shown to perform well in various real-world tasks. However, most of the existing BO methods aim to learn the optimal solution, which may become…

机器学习 · 计算机科学 2023-10-20 Xiaobin Song , Benben Jiang