Recent advances in Bayesian optimization

X Wang, Y Jin, S Schmitt, M Olhofer - ACM Computing Surveys, 2023 - dl.acm.org
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 …

A tutorial on Bayesian optimization

PI Frazier - arXiv preprint arXiv:1807.02811, 2018 - arxiv.org
Bayesian optimization is an approach to optimizing objective functions that take a long time
(minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of …

BoTorch: A framework for efficient Monte-Carlo Bayesian optimization

M Balandat, B Karrer, D Jiang… - Advances in neural …, 2020 - proceedings.neurips.cc
Bayesian optimization provides sample-efficient global optimization for a broad range of
applications, including automatic machine learning, engineering, physics, and experimental …

[PDF][PDF] Hyperparameter optimization

M Feurer, F Hutter - Automated machine learning: Methods …, 2019 - library.oapen.org
Recent interest in complex and computationally expensive machine learning models with
many hyperparameters, such as automated machine learning (AutoML) frameworks and …

Random search and reproducibility for neural architecture search

L Li, A Talwalkar - Uncertainty in artificial intelligence, 2020 - proceedings.mlr.press
Neural architecture search (NAS) is a promising research direction that has the potential to
replace expert-designed networks with learned, task-specific architectures. In order to help …

Neural architecture search with bayesian optimisation and optimal transport

K Kandasamy, W Neiswanger… - Advances in neural …, 2018 - proceedings.neurips.cc
Bayesian Optimisation (BO) refers to a class of methods for global optimisation of a function f
which is only accessible via point evaluations. It is typically used in settings where f is …

Bayesian optimization

PI Frazier - Recent advances in optimization and modeling …, 2018 - pubsonline.informs.org
Bayesian optimization is an approach to optimizing objective functions that take a long time
(minutes or hours) to evaluate. It is best suited for optimization over continuous domains of …

Hyperband: A novel bandit-based approach to hyperparameter optimization

L Li, K Jamieson, G DeSalvo, A Rostamizadeh… - Journal of Machine …, 2018 - jmlr.org
Performance of machine learning algorithms depends critically on identifying a good set of
hyperparameters. While recent approaches use Bayesian optimization to adaptively select …

Parallelised Bayesian optimisation via Thompson sampling

K Kandasamy, A Krishnamurthy… - International …, 2018 - proceedings.mlr.press
We design and analyse variations of the classical Thompson sampling (TS) procedure for
Bayesian optimisation (BO) in settings where function evaluations are expensive but can be …

Review of multi-fidelity models

MG Fernández-Godino - arXiv preprint arXiv:1609.07196, 2016 - arxiv.org
This article provides an overview of multi-fidelity modeling trends. Fidelity in modeling refers
to the level of detail and accuracy provided by a predictive model or simulation. Generally …