相关论文: Vanilla Bayesian Optimization Performs Great in Hi…

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…

Bayesian optimization (BO) algorithm is very popular for solving low-dimensional expensive optimization problems. Extending Bayesian optimization to high dimension is a meaningful but challenging task. One of the major challenges is that it…

Deep learning has achieved impressive results on many problems. However, it requires high degree of expertise or a lot of experience to tune well the hyperparameters, and such manual tuning process is likely to be biased. Moreover, it is…

Bayesian optimization (BO) has emerged as a powerful tool for navigating complex search spaces, showcasing practical applications in the fields of science and engineering.However, since it typically relies on a surrogate model to…

Performing optimal Bayesian design for discriminating between competing models is computationally intensive as it involves estimating posterior model probabilities for thousands of simulated datasets. This issue is compounded further when…

Modern large-scale statistical models require to estimate thousands to millions of parameters. This is often accomplished by iterative algorithms such as gradient descent, projected gradient descent or their accelerated versions. What are…

Motion planning and control problems are embedded and essential in almost all robotics applications. These problems are often formulated as stochastic optimal control problems and solved using dynamic programming algorithms. Unfortunately,…

This works extends the Random Embedding Bayesian Optimization approach by integrating a warping of the high dimensional subspace within the covariance kernel. The proposed warping, that relies on elementary geometric considerations, allows…

We propose practical extensions to Bayesian optimization for solving dynamic problems. We model dynamic objective functions using spatiotemporal Gaussian process priors which capture all the instances of the functions over time. Our…

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…

We present an optimizer which uses Bayesian optimization to tune the system parameters of distributed stochastic gradient descent (SGD). Given a specific context, our goal is to quickly find efficient configurations which appropriately…

This thesis focuses on Bayesian optimization with the improvements coming from two aspects:(i) the use of derivative information to accelerate the optimization convergence; and (ii) the consideration of scalable GPs for handling massive…

Bayesian filtering approximates the true underlying behavior of a time-varying system by inverting an explicit generative model to convert noisy measurements into state estimates. This process typically requires either storage, inversion,…

Finding global optima in high-dimensional optimization problems is extremely challenging since the number of function evaluations required to sufficiently explore the search space increases exponentially with its dimensionality.…

Bayesian optimization has been successfully applied throughout Chemical Engineering for the optimization of functions that are expensive-to-evaluate, or where gradients are not easily obtainable. However, domain experts often possess…

Numerical simulation of complex optical structures enables their optimization with respect to specific objectives. Often, optimization is done by multiple successive parameter scans, which are time consuming and computationally expensive.…

\noindent Hyper-parameter selection is a central practical problem in modern machine learning, governing regularization strength, model capacity, and robustness choices. Cross-validation is often computationally prohibitive at scale, while…

We developed a parallel Bayesian optimization algorithm for large eddy simulations. These simulations challenge optimization methods because they take hours or days to compute, and their objective function contains noise as turbulent…

Gaussian processes (GPs) with derivatives are useful in many applications, including Bayesian optimization, implicit surface reconstruction, and terrain reconstruction. Fitting a GP to function values and derivatives at $n$ points in $d$…

We provide a method to solve optimization problem when objective function is a complex stochastic simulator of an urban transportation system. To reach this goal, a Bayesian optimization framework is introduced. We show how the choice of…