相关论文: Respecting the limit:Bayesian optimization with a …

Bayesian optimization (BO) with Gaussian processes (GP) has become an indispensable algorithm for black box optimization problems. Not without a dash of irony, BO is often considered a black box itself, lacking ways to provide reasons as to…

Posterior sampling by Monte Carlo methods provides a more comprehensive solution approach to inverse problems than computing point estimates such as the maximum posterior using optimization methods, at the expense of usually requiring many…

The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…

Collaborative Optimization (CO) is a multidisciplinary design optimization (MDO) framework that decomposes large-scale engineering problems into parallel, independently solvable subsystems coordinated by a system-level optimizer. Its…

We study the problem of performance optimization of closed-loop control systems with unmodeled dynamics. Bayesian optimization (BO) has been demonstrated to be effective for improving closed-loop performance by automatically tuning…

Bayesian Optimization (BO) has become a core method for solving expensive black-box optimization problems. While much research focussed on the choice of the acquisition function, we focus on online length-scale adaption and the choice of…

Surrogate-based optimization relies on so-called infill criteria (acquisition functions) to decide which point to evaluate next. When Kriging is used as the surrogate model of choice (also called Bayesian optimization), one of the most…

Bayesian optimization (BO) developed as an approach for the efficient optimization of expensive black-box functions without gradient information. A typical BO paper introduces a new approach and compares it to some alternatives on simulated…

Global optimization of large-scale, complex systems such as multi-physics black-box simulations and real-world industrial systems is important but challenging. This work presents a novel Surrogate-Based Optimization framework based on…

Bayesian optimization (BO) is an attractive machine learning framework for performing sample-efficient global optimization of black-box functions. The optimization process is guided by an acquisition function that selects points to acquire…

Bayesian optimization (BO) is a popular method for black-box optimization, which relies on uncertainty as part of its decision-making process when deciding which experiment to perform next. However, not much work has addressed the effect of…

Bayesian optimization has emerged at the forefront of expensive black-box optimization due to its data efficiency. Recent years have witnessed a proliferation of studies on the development of new Bayesian optimization algorithms and their…

Bayesian optimization is a popular framework for efficiently tackling black-box search problems. As a rule, these algorithms operate by iteratively choosing what to evaluate next until some predefined budget has been exhausted. We…

Sample efficient learning of manipulation skills poses a major challenge in robotics. While recent approaches demonstrate impressive advances in the type of task that can be addressed and the sensing modalities that can be incorporated,…

Black-box optimization problems, which are common in many real-world applications, require optimization through input-output interactions without access to internal workings. This often leads to significant computational resources being…

PAC-Bayes learning is a comprehensive setting for (i) studying the generalisation ability of learning algorithms and (ii) deriving new learning algorithms by optimising a generalisation bound. However, optimising generalisation bounds might…

Recently, there has been rising interest in Bayesian optimization -- the optimization of an unknown function with assumptions usually expressed by a Gaussian Process (GP) prior. We study an optimization strategy that directly uses an…

Bayesian optimization is a powerful global optimization technique for expensive black-box functions. One of its shortcomings is that it requires auxiliary optimization of an acquisition function at each iteration. This auxiliary…

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…

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…