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Bayesian optimisation is a popular method for efficient optimisation of expensive black-box functions. Traditionally, BO assumes that the search space is known. However, in many problems, this assumption does not hold. To this end, we…

When it comes to expensive black-box optimization problems, Bayesian Optimization (BO) is a well-known and powerful solution. Many real-world applications involve a large number of dimensions, hence scaling BO to high dimension is of much…

Bayesian optimization (BO) has been widely used in machine learning and simulation optimization. With the increase in computational resources and storage capacities in these fields, high-dimensional and large-scale problems are becoming…

Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…

Learning decompositions of expensive-to-evaluate black-box functions promises to scale Bayesian optimisation (BO) to high-dimensional problems. However, the success of these techniques depends on finding proper decompositions that…

Optimization is becoming increasingly common in scientific and engineering domains. Oftentimes, these problems involve various levels of stochasticity or uncertainty in generating proposed solutions. Therefore, optimization in these…

Bayesian Optimization (BO) has shown significant success in tackling expensive low-dimensional black-box optimization problems. Many optimization problems of interest are high-dimensional, and scaling BO to such settings remains an…

Scaling Bayesian optimisation (BO) to high-dimensional search spaces is a active and open research problems particularly when no assumptions are made on function structure. The main reason is that at each iteration, BO requires to find…

Optimizing discrete black-box functions is key in several domains, e.g. protein engineering and drug design. Due to the lack of gradient information and the need for sample efficiency, Bayesian optimization is an ideal candidate for these…

Bayesian optimization has recently emerged as a popular method for the sample-efficient optimization of expensive black-box functions. However, the application to high-dimensional problems with several thousand observations remains…

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box objective functions. However, the application of BO to areas such as recommendation systems often requires taking the interpretability and…

Modern day engineering problems are ubiquitously characterized by sophisticated computer codes that map parameters or inputs to an underlying physical process. In other situations, experimental setups are used to model the physical process…

The goal of Feature Selection - comprising filter, wrapper, and embedded approaches - is to find the optimal feature subset for designated downstream tasks. Nevertheless, current feature selection methods are limited by: 1) the selection…

Existing Bayesian Optimization (BO) methods typically balance exploration and exploitation to optimize costly objective functions. However, these methods often suffer from a significant one-step bias, which may lead to convergence towards…

Bayesian Optimization (BO) is a data-efficient method for global black-box optimization of an expensive-to-evaluate fitness function. BO typically assumes that computation cost of BO is cheap, but experiments are time consuming or costly.…

We present K-Means Batch Bayesian Optimization (KMBBO), a novel batch sampling algorithm for Bayesian Optimization (BO). KMBBO uses unsupervised learning to efficiently estimate peaks of the model acquisition function. We show in empirical…

Bayesian Optimisation (BO) is a powerful tool for optimising expensive blackbox functions but its effectiveness diminishes in highdimensional spaces due to sparse data and poor surrogate model scalability While Variational Autoencoder (VAE)…

Dimension reduction algorithms are a crucial part of many data science pipelines, including data exploration, feature creation and selection, and denoising. Despite their wide utilization, many non-linear dimension reduction algorithms are…

Bayesian optimization is a powerful method for optimizing black-box functions with limited function evaluations. Recent works have shown that optimization in a latent space through deep generative models such as variational autoencoders…

Robustness to distributional shift is one of the key challenges of contemporary machine learning. Attaining such robustness is the goal of distributionally robust optimization, which seeks a solution to an optimization problem that is…