Recent advances in Bayesian optimization

X Wang, Y **, 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 …

Hyperparameter optimization: Foundations, algorithms, best practices, and open challenges

B Bischl, M Binder, M Lang, T Pielok… - … : Data Mining and …, 2023 - Wiley Online Library
Most machine learning algorithms are configured by a set of hyperparameters whose values
must be carefully chosen and which often considerably impact performance. To avoid a time …

[SÁCH][B] Surrogates: Gaussian process modeling, design, and optimization for the applied sciences

RB Gramacy - 2020 - taylorfrancis.com
Computer simulation experiments are essential to modern scientific discovery, whether that
be in physics, chemistry, biology, epidemiology, ecology, engineering, etc. Surrogates are …

A survey on multi-objective hyperparameter optimization algorithms for machine learning

A Morales-Hernández, I Van Nieuwenhuyse… - Artificial Intelligence …, 2023 - Springer
Hyperparameter optimization (HPO) is a necessary step to ensure the best possible
performance of Machine Learning (ML) algorithms. Several methods have been developed …

Expected improvement for expensive optimization: a review

D Zhan, H **ng - Journal of Global Optimization, 2020 - Springer
The expected improvement (EI) algorithm is a very popular method for expensive
optimization problems. In the past twenty years, the EI criterion has been extended to deal …

Constrained Bayesian optimization with noisy experiments

B Letham, B Karrer, G Ottoni, E Bakshy - 2019 - projecteuclid.org
Constrained Bayesian Optimization with Noisy Experiments Page 1 Bayesian Analysis (2019)
14, Number 2, pp. 495–519 Constrained Bayesian Optimization with Noisy Experiments …

Applying Bayesian optimization with Gaussian process regression to computational fluid dynamics problems

Y Morita, S Rezaeiravesh, N Tabatabaei… - Journal of …, 2022 - Elsevier
Bayesian optimization (BO) based on Gaussian process regression (GPR) is applied to
different CFD (computational fluid dynamics) problems which can be of practical relevance …

Replication or exploration? Sequential design for stochastic simulation experiments

M Binois, J Huang, RB Gramacy, M Ludkovski - Technometrics, 2019 - Taylor & Francis
We investigate the merits of replication, and provide methods for optimal design (including
replicates), with the goal of obtaining globally accurate emulation of noisy computer …

A survey on kriging-based infill algorithms for multiobjective simulation optimization

S Rojas-Gonzalez, I Van Nieuwenhuyse - Computers & Operations …, 2020 - Elsevier
This article surveys the most relevant kriging-based infill algorithms for multiobjective
simulation optimization. These algorithms perform a sequential search of so-called infill …

Nonlinear model predictive control of a multiscale thin film deposition process using artificial neural networks

G Kimaev, LA Ricardez-Sandoval - Chemical Engineering Science, 2019 - Elsevier
The purpose of this study was to employ Artificial Neural Networks (ANNs) to develop data-
driven models that would enable the shrinking horizon nonlinear model predictive control of …