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 …

Taking the human out of the loop: A review of Bayesian optimization

B Shahriari, K Swersky, Z Wang… - Proceedings of the …, 2015 - ieeexplore.ieee.org
Big Data applications are typically associated with systems involving large numbers of
users, massive complex software systems, and large-scale heterogeneous computing and …

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 …

[BOOK][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 …

Efficient global optimization of expensive black-box functions

DR Jones, M Schonlau, WJ Welch - Journal of Global optimization, 1998 - Springer
In many engineering optimization problems, the number of function evaluations is severely
limited by time or cost. These problems pose a special challenge to the field of global …

Auto-WEKA 2.0: Automatic model selection and hyperparameter optimization in WEKA

L Kotthoff, C Thornton, HH Hoos, F Hutter… - Journal of Machine …, 2017 - jmlr.org
WEKA is a widely used, open-source machine learning platform. Due to its intuitive interface,
it is particularly popular with novice users. However, such users often find it hard to identify …

Auto-WEKA: Combined selection and hyperparameter optimization of classification algorithms

C Thornton, F Hutter, HH Hoos… - Proceedings of the 19th …, 2013 - dl.acm.org
Many different machine learning algorithms exist; taking into account each algorithm's
hyperparameters, there is a staggeringly large number of possible alternatives overall. We …

A taxonomy of global optimization methods based on response surfaces

DR Jones - Journal of global optimization, 2001 - Springer
This paper presents a taxonomy of existing approaches for using response surfaces for
global optimization. Each method is illustrated with a simple numerical example that brings …

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 …

Review of metamodeling techniques in support of engineering design optimization

GG Wang, S Shan - … Design Engineering Technical …, 2006 - asmedigitalcollection.asme.org
Computation-intensive design problems are becoming increasingly common in
manufacturing industries. The computation burden is often caused by expensive analysis …