中文
相关论文

相关论文: MONGOOSE: Path-wise Smooth Bayesian Optimisation v…

200 篇论文

Global optimisation to optimise expensive-to-evaluate black-box functions without gradient information. Bayesian optimisation, one of the most well-known techniques, typically employs Gaussian processes as surrogate models, leveraging their…

机器学习 · 计算机科学 2026-03-30 Filippo Airaldi , Bart De Schutter , Azita Dabiri

Bayesian optimization has emerged as a highly effective tool for the safe online optimization of systems, due to its high sample efficiency and noise robustness. To further enhance its efficiency, reduced physical models of the system can…

机器学习 · 计算机科学 2024-06-18 Jannis O. Lübsen , Christian Hespe , Annika Eichler

Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…

机器学习 · 计算机科学 2025-12-22 Xietao Wang Lin , Juan Ungredda , Max Butler , James Town , Alma Rahat , Hemant Singh , Juergen Branke

Bayesian Optimization (BO) is a powerful tool for optimizing expensive black-box objective functions. While extensive research has been conducted on the single-objective optimization problem, the multi-objective optimization problem remains…

机器学习 · 计算机科学 2025-10-27 Lam Ngo , Huong Ha , Jeffrey Chan , Hongyu Zhang

Bayesian optimization (BO) is an efficient framework for optimization of black-box objectives when function evaluations are costly and gradient information is not easily accessible. BO has been successfully applied to automate the task of…

机器学习 · 计算机科学 2024-07-09 Pallavi Mitra , Felix Biessmann

Even if a Multi-modal Multi-Objective Evolutionary Algorithm (MMOEA) is designed to find solutions well spread over all locally optimal approximation sets of a Multi-modal Multi-objective Optimization Problem (MMOP), there is a risk that…

神经与进化计算 · 计算机科学 2022-07-05 Renzo J. Scholman , Anton Bouter , Leah R. M. Dickhoff , Tanja Alderliesten , Peter A. N. Bosman

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box objective functions. However, the application of BO to areas such as recommendation systems often requires taking the interpretability and…

机器学习 · 计算机科学 2023-03-06 Sulin Liu , Qing Feng , David Eriksson , Benjamin Letham , Eytan Bakshy

Bayesian optimisation is a powerful tool to solve expensive black-box problems, but fails when the stationary assumption made on the objective function is strongly violated, which is the case in particular for ill-conditioned or…

机器学习 · 统计学 2019-12-06 Victor Picheny , Sattar Vakili , Artem Artemev

Model-based sequential approaches to discrete "black-box" optimization, including Bayesian optimization techniques, often access the same points multiple times for a given objective function in interest, resulting in many steps to find the…

机器学习 · 计算机科学 2023-12-29 Keisuke Morita , Yoshihiko Nishikawa , Masayuki Ohzeki

Bayesian optimization is an effective method to efficiently optimize unknown objective functions with high evaluation costs. Traditional Bayesian optimization algorithms select one point per iteration for single objective function, whereas…

机器学习 · 统计学 2019-05-08 Takashi Wada , Hideitsu Hino

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

机器学习 · 计算机科学 2020-08-04 Lidan Wang , Franck Dernoncourt , Trung Bui

Optimising black-box functions is important in many disciplines, such as tuning machine learning models, robotics, finance and mining exploration. Bayesian optimisation is a state-of-the-art technique for the global optimisation of…

机器学习 · 计算机科学 2015-03-05 John-Alexander M. Assael , Ziyu Wang , Bobak Shahriari , Nando de Freitas

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

Bayesian optimization is a popular method for optimizing expensive black-box functions. Yet it oftentimes struggles in high dimensions where the computation could be prohibitively heavy. To alleviate this problem, we introduce Coordinate…

机器学习 · 计算机科学 2022-04-21 Jian Tan , Niv Nayman , Mengchang Wang

This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…

Existing Meta-Black-Box Optimization (MetaBBO) methods focus on how to search when controlling optimizers, but largely overlook where to search. We propose MetaSG-SAEA, a bi-level MetaBBO framework for expensive constrained multi-objective…

神经与进化计算 · 计算机科学 2026-05-12 Yukun Du , Haiyue Yu , Jiang Jiang , Shuaiwen Tang , Xiaotong Xie , Haobo Liu , Chongshuang Hu , Shengkun Chang

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

机器学习 · 计算机科学 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

Bayesian Optimization is a very effective tool for optimizing expensive black-box functions. Inspired by applications developing and characterizing reaction chemistry using droplet microfluidic reactors, we consider a novel setting where…

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

Bayesian optimization (BO) is a model-based approach to sequentially optimize expensive black-box functions, such as the validation error of a deep neural network with respect to its hyperparameters. In many real-world scenarios, the…