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 …

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 …

Bayesian optimization is superior to random search for machine learning hyperparameter tuning: Analysis of the black-box optimization challenge 2020

R Turner, D Eriksson, M McCourt… - NeurIPS 2020 …, 2021 - proceedings.mlr.press
This paper presents the results and insights from the black-box optimization (BBO)
challenge at NeurIPS2020 which ran from July–October, 2020. The challenge emphasized …

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 …

[HTML][HTML] Prescriptive analytics: Literature review and research challenges

K Lepenioti, A Bousdekis, D Apostolou… - International Journal of …, 2020 - Elsevier
Business analytics aims to enable organizations to make quicker, better, and more
intelligent decisions with the aim to create business value. To date, the major focus in the …

Bayesian optimization for adaptive experimental design: A review

S Greenhill, S Rana, S Gupta, P Vellanki… - IEEE …, 2020 - ieeexplore.ieee.org
Bayesian optimisation is a statistical method that efficiently models and optimises expensive
“black-box” functions. This review considers the application of Bayesian optimisation to …

Google vizier: A service for black-box optimization

D Golovin, B Solnik, S Moitra, G Kochanski… - Proceedings of the 23rd …, 2017 - dl.acm.org
Any sufficiently complex system acts as a black box when it becomes easier to experiment
with than to understand. Hence, black-box optimization has become increasingly important …

Differentiable expected hypervolume improvement for parallel multi-objective Bayesian optimization

S Daulton, M Balandat… - Advances in Neural …, 2020 - proceedings.neurips.cc
In many real-world scenarios, decision makers seek to efficiently optimize multiple
competing objectives in a sample-efficient fashion. Multi-objective Bayesian optimization …

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 …