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Recent advances in computationally efficient non-myopic Bayesian optimization (BO) improve query efficiency over traditional myopic methods like expected improvement while only modestly increasing computational cost. These advances have…

机器学习 · 统计学 2021-12-07 Yunxiang Zhang , Xiangyu Zhang , Peter I. Frazier

This paper presents a method called sampling-computation-optimization (SCO) to design batch Bayesian optimization. SCO does not construct new high-dimensional acquisition functions but samples from the existing one-site acquisition function…

最优化与控制 · 数学 2022-02-22 Kai Jia , Xiaojun Duan , Zhengming Wang , Liang Yan

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 optimal experimental design (BOED) provides a powerful, decision-theoretic framework for selecting experiments so as to maximise the expected utility of the data to be collected. In practice, however, its applicability can be…

机器学习 · 统计学 2026-03-13 Louis Sharrock

This paper presents a new type of hybrid model for Bayesian optimization (BO) adept at managing mixed variables, encompassing both quantitative (continuous and integer) and qualitative (categorical) types. Our proposed new hybrid models…

机器学习 · 计算机科学 2024-01-22 Hengrui Luo , Younghyun Cho , James W. Demmel , Xiaoye S. Li , Yang Liu

Robotics and automation offer massive accelerations for solving intractable, multivariate scientific problems such as materials discovery, but the available search spaces can be dauntingly large. Bayesian optimization (BO) has emerged as a…

Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…

机器学习 · 计算机科学 2019-12-02 Dang Nguyen , Sunil Gupta , Santu Rana , Alistair Shilton , Svetha Venkatesh

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…

人机交互 · 计算机科学 2024-04-18 Tom Savage , Ehecatl Antonio del Rio Chanona

Deployments of Bayesian Optimization (BO) for functions with stochastic evaluations, such as parameter tuning via cross validation and simulation optimization, typically optimize an average of a fixed set of noisy realizations of the…

机器学习 · 计算机科学 2020-07-03 Henry B. Moss , David S. Leslie , Paul Rayson

Bayesian optimization (BO) has become popular for sequential optimization of black-box functions. When BO is used to optimize a target function, we often have access to previous evaluations of potentially related functions. This begs the…

机器学习 · 计算机科学 2022-06-17 Zhongxiang Dai , Yizhou Chen , Haibin Yu , Bryan Kian Hsiang Low , Patrick Jaillet

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 Optimisation has gained much popularity lately, as a global optimisation technique for functions that are expensive to evaluate or unknown a priori. While classical BO focuses on where to gather an observation next, it does not…

机器人学 · 计算机科学 2017-03-14 Philippe Morere , Roman Marchant , Fabio Ramos

Optimal portfolio allocation is often formulated as a constrained risk problem, where one aims to minimize a risk measure subject to some performance constraints. This paper presents new Bayesian Optimization algorithms for such constrained…

投资组合管理 · 定量金融 2025-03-25 Robert Millar , Jinglai Li

Adhesive joints are increasingly used in industry for a wide variety of applications because of their favorable characteristics such as high strength-to-weight ratio, design flexibility, limited stress concentrations, planar force transfer,…

Many engineering problems involve the optimization of computationally expensive models for which derivative information is not readily available. The Bayesian optimization (BO) framework is a particularly promising approach for solving…

最优化与控制 · 数学 2022-02-10 Joel A. Paulson , Congwen Lu

The synthesis problem of a cyber-physical system (CPS) is to find an input signal under which the system's behavior satisfies a given specification. Our setting is that the specification is a formula of signal temporal logic, and…

系统与控制 · 电气工程与系统科学 2021-02-11 Sota Sato , Masaki Waga , Ichiro Hasuo

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

Bayesian methods are critical for quantifying the behaviors of systems. They capture our uncertainty about a system's behavior using probability distributions and update this understanding as new information becomes available. Probabilistic…

统计计算 · 统计学 2018-04-25 Thomas A. Catanach , James L. Beck

This paper introduces a model-free real-time optimization (RTO) framework based on unconstrained Bayesian optimization with embedded constraint control. The main contribution lies in demonstrating how this approach simplifies the black-box…

最优化与控制 · 数学 2024-02-29 Dinesh Krishnamoorthy

Particle-in-cell simulations are among the most essential tools for the modeling and optimization of laser-plasma accelerators, since they reproduce the physics from first principles. However, the high computational cost associated with…