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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…

机器学习 · 统计学 2024-12-12 James T. Wilson

Bayesian optimization (BO) is one of the most effective methods for closed-loop experimental design and black-box optimization. However, a key limitation of BO is that it is an inherently sequential algorithm (one experiment is proposed per…

机器学习 · 统计学 2023-11-21 Leonardo D. González , Victor M. Zavala

Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…

机器学习 · 计算机科学 2024-02-28 Arun Kumar A , Alistair Shilton , Sunil Gupta , Santu Rana , Stewart Greenhill , Svetha Venkatesh

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

机器学习 · 统计学 2024-06-07 Huong Ha , Vu Nguyen , Hung Tran-The , Hongyu Zhang , Xiuzhen Zhang , Anton van den Hengel

This paper investigates the potential of Bayesian optimization (BO) to optimize the atr multiplier and atr period -the parameters of the Supertrend indicator for maximizing trading profits across diverse stock datasets. By employing BO, the…

交易与市场微观结构 · 定量金融 2024-05-24 Abdul Rahman

In this paper, we address the problem of \emph{cost-sensitive} hyperparameter optimization (HPO) built upon freeze-thaw Bayesian optimization (BO). Specifically, we assume a scenario where users want to early-stop the HPO process when the…

Time-Varying Bayesian Optimization (TVBO) is the go-to framework for optimizing a time-varying black-box objective function that may be noisy and expensive to evaluate, but its excellent empirical performance remains to be understood…

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

Early stopping is a widely used technique to prevent poor generalization performance when training an over-expressive model by means of gradient-based optimization. To find a good point to halt the optimizer, a common practice is to split…

机器学习 · 计算机科学 2017-06-07 Maren Mahsereci , Lukas Balles , Christoph Lassner , Philipp Hennig

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 a well-established method to optimize black-box functions whose direct evaluations are costly. In this paper, we tackle the problem of incorporating expert knowledge into BO, with the goal of further…

机器学习 · 计算机科学 2022-08-19 Daolang Huang , Louis Filstroff , Petrus Mikkola , Runkai Zheng , Samuel Kaski

Bayesian optimization (BO) is a powerful paradigm for optimizing expensive black-box functions. Traditional BO methods typically rely on separate hand-crafted acquisition functions and surrogate models for the underlying function, and often…

机器学习 · 计算机科学 2025-07-10 Fengxue Zhang , Yuxin Chen

Robotic algorithms typically depend on various parameters, the choice of which significantly affects the robot's performance. While an initial guess for the parameters may be obtained from dynamic models of the robot, parameters are usually…

机器人学 · 计算机科学 2020-04-08 Felix Berkenkamp , Andreas Krause , Angela P. Schoellig

Bayesian optimization (BO) is an efficient method to optimize expensive black-box functions. It has been generalized to scenarios where objective function evaluations return stochastic binary feedback, such as success/failure in a given…

机器学习 · 统计学 2021-11-08 Tristan Fauvel , Matthew Chalk

Controller tuning and parameter optimization are crucial in system design to improve both the controller and underlying system performance. Bayesian optimization has been established as an efficient model-free method for controller tuning…

系统与控制 · 电气工程与系统科学 2023-06-26 Christopher Koenig , Miks Ozols , Anastasia Makarova , Efe C. Balta , Andreas Krause , Alisa Rupenyan

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

This article presents the guided Bayesian optimization algorithm as an efficient data-driven method for iteratively tuning closed-loop controller parameters using an event-triggered digital twin of the system based on available closed-loop…

系统与控制 · 电气工程与系统科学 2025-11-05 Mahdi Nobar , Jürg Keller , Alisa Rupenyan , Mohammad Khosravi , John Lygeros

Bayesian Optimization (BO) methods are useful for optimizing functions that are expen- sive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

机器学习 · 统计学 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Bayesian optimization (BO) is a widely used approach to hyperparameter optimization (HPO). However, most existing HPO methods only incorporate expert knowledge during initialization, limiting practitioners' ability to influence the…

Bayesian optimization (BO) with Gaussian processes (GP) as surrogate models is widely used to optimize analytically unknown and expensive-to-evaluate functions. In this paper, we propose Prior-mean-RObust Bayesian Optimization (PROBO) that…

人工智能 · 计算机科学 2021-11-17 Julian Rodemann , Thomas Augustin

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