中文
相关论文

相关论文: Towards Scalable Bayesian Optimization via Gradien…

200 篇论文

Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…

机器学习 · 计算机科学 2021-05-28 Juan Ungredda , Juergen Branke

Recently, significant progress has been made regarding the statistical understanding of artificial neural networks (ANNs). ANNs are motivated by the functioning of the brain, but differ in several crucial aspects. In particular, the…

机器学习 · 计算机科学 2023-03-24 Johannes Schmidt-Hieber

Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

机器学习 · 计算机科学 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau

A key requirement for the current generation of artificial decision-makers is that they should adapt well to changes in unexpected situations. This paper addresses the situation in which an AI for aerial dog fighting, with tunable…

机器学习 · 统计学 2016-12-14 Brett W. Israelsen , Nisar Ahmed , Kenneth Center , Roderick Green , Winston Bennett

The existence of adversarial examples underscores the importance of understanding the robustness of machine learning models. Bayesian neural networks (BNNs), due to their calibrated uncertainty, have been shown to posses favorable…

机器学习 · 计算机科学 2020-12-24 Matthew Yuan , Matthew Wicker , Luca Laurenti

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.…

机器学习 · 计算机科学 2021-01-19 Vu Nguyen , Sebastian Schulze , Michael A Osborne

Despite recent innovations in network architectures and loss functions, training RNNs to learn long-term dependencies remains difficult due to challenges with gradient-based optimisation methods. Inspired by the success of Deep…

机器学习 · 统计学 2019-05-24 Bryan Lim , Stefan Zohren , Stephen Roberts

Bayesian optimization (BO) is a popular framework to optimize black-box functions. In many applications, the objective function can be evaluated at multiple fidelities to enable a trade-off between the cost and accuracy. To reduce the…

机器学习 · 计算机科学 2020-12-11 Shibo Li , Wei Xing , Mike Kirby , Shandian Zhe

Bayesian Optimisation (BO) refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently search for the optimum. While BO has been applied…

Bayesian optimization (BO) is a powerful approach for optimizing black-box, expensive-to-evaluate functions. To enable a flexible trade-off between the cost and accuracy, many applications allow the function to be evaluated at different…

机器学习 · 计算机科学 2021-10-27 Shibo Li , Robert M. Kirby , Shandian Zhe

In robotics, deep learning (DL) methods are used more and more widely, but their general inability to provide reliable confidence estimates will ultimately lead to fragile and unreliable systems. This impedes the potential deployments of DL…

机器人学 · 计算机科学 2020-11-02 Matthias Humt , Jongseok Lee , Rudolph Triebel

Bayesian Optimization (BO) is a principled framework for optimizing expensive black-box functions, with Expected Improvement (EI) among its most widely used acquisition functions. Despite its empirical success, EI is agnostic to first-order…

机器学习 · 计算机科学 2026-05-19 Joshua Hang Sai Ip , Georgios Makrygiorgos , Ali Mesbah

Building local surrogates to accelerate stationary point searches on potential energy surfaces spans decades of effort. Done correctly, surrogates can reduce the number of expensive electronic structure evaluations by roughly an order of…

机器学习 · 统计学 2026-04-30 Rohit Goswami

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

Many control problems require repeated tuning and adaptation of controllers across distinct closed-loop tasks, where data efficiency and adaptability are critical. We propose a hierarchical Bayesian optimization (BO) framework that is…

系统与控制 · 电气工程与系统科学 2026-03-27 Sebastian Hirt , Lukas Theiner , Maik Pfefferkorn , Rolf Findeisen

Uncertainties such as manufacturing tolerances cause performance variations in complex engineering systems, making robust design optimization (RDO) essential. However, simulation-based RDO faces high computational cost for statistical…

最优化与控制 · 数学 2026-02-10 Hyunho Jang , Dongjin Lee

Gradient-based optimization is now ubiquitous across graphics, but unfortunately can not be applied to problems with undefined or zero gradients. To circumvent this issue, the loss function can be manually replaced by a ``surrogate'' that…

计算机视觉与模式识别 · 计算机科学 2024-05-08 Michael Fischer , Tobias Ritschel

We consider derivative-free black-box global optimization of expensive noisy functions, when most of the randomness in the objective is produced by a few influential scalar random inputs. We present a new Bayesian global optimization…

机器学习 · 计算机科学 2016-02-23 Saul Toscano-Palmerin , Peter I. Frazier

Mathematical solvers use parametrized Optimization Problems (OPs) as inputs to yield optimal decisions. In many real-world settings, some of these parameters are unknown or uncertain. Recent research focuses on predicting the value of these…

机器学习 · 计算机科学 2024-09-10 Alan A. Lahoud , Erik Schaffernicht , Johannes A. Stork

Gradient-free optimization methods, such as surrogate based optimization (SBO) methods, and genetic (GAs), or evolutionary (EAs) algorithms have gained popularity in the field of constrained optimization of expensive black-box functions.…

最优化与控制 · 数学 2021-07-22 Ahmed Abouhussein , Nusrat Islam , Yulia T. Peet