arXiv Machine Learning

Exploring new directions in enhancing the ACTS parameter optimization suite

The article investigates how Bayesian optimization can improve the ACTS parameter optimization suite for charged‑particle reconstruction. By comparing Expected Improvement and Upper Confidence Bound with TPE and random search on an eight‑parameter problem, extending the best method to fifteen parameters, and applying Expected Hypervolume Improvement for multi‑objective tuning, the study shows that Bayesian acquisition methods find strong configurations earlier and maintain advantages in held‑out validation. The results demonstrate that Bayesian optimization enhances ACTS auto‑tuning through more efficient evaluations, broader search spaces, and the ability to select from non‑dominated trade‑off solutions.

arXiv Machine Learning
Sep 24

tidyHEBO: Robust General-Purpose Bayesian Optimization with Model-Consistent Warping and Pareto Search

tidyHEBO is a BoTorch-native Bayesian optimization tool that jointly applies Yeo-Johnson output warping to a Gaussian‑process surrogate, evaluates acquisition functions on the original objective scale, and conducts constrained cumulative Pareto search across multiple acquisition criteria. Using only default settings, it outperformed other methods on the Olympus benchmark and performed strongly on synthetic, Needle‑in‑a‑Haystack, and Bayesmark tasks, while adaptive batching offered a trade‑off between parallelization and optimization quality. These results position tidyHEBO as a robust, reproducible optimizer suitable for diverse practical problems, including scientific applications and hyperparameter tuning.

By L. A. Zhukov, E. V. Shaburova, D. V. Antonets
arXiv Machine Learning
Aug 27

Gradient-based Sample Selection for Faster Bayesian Optimization

The paper introduces Gradient-based Sample Selection Bayesian Optimization (GSSBO), a method that builds the Gaussian process surrogate on a strategically chosen subset of samples rather than the full dataset. By using gradient information to eliminate redundant points while keeping diversity and representativeness, GSSBO achieves sublinear regret bounds and reduces the cubic computational cost of standard BO. Experiments on synthetic and real-world tasks show that this approach maintains comparable optimization performance while significantly cutting GP fitting time and resource usage.

By Qiyu Wei, Haowei Wang, Zirui Cao, Songhao Wang, Richard Allmendinger, Mauricio A \'Alvarez
arXiv Machine Learning
Aug 3

Frugal Bayesian Optimization: Scalable Surrogates for Data- and Resource-Limited Discovery

arXiv:2607. 29225v1 Announce Type: new Abstract: Bayesian Optimization (BO) is widely adopted for data-efficient optimization in scientific and engineering applications, yet its computational cost is rarely evaluated alongside optimization performance.

By Panagiotis Krokidas, Christoforos Rekatsinas, Vassilis Sioros, Grigorios M. Chatziathanasiou, Efi-Maria Papia, George Giannakopoulos
arXiv Machine Learning
Jul 14

Modernizing HEBO: a robust Bayesian optimization baseline for practical heteroskedastic and non-stationary problems

arXiv:2607. 10669v1 Announce Type: new Abstract: Bayesian optimization is increasingly used to guide data-efficient experimentation in chemistry, materials science, and related laboratory settings, but its practical performance depends strongly on how well surrogate-model assumptions match the geometry and noise structure of the underlying objective.

By L. A. Zhukov, E. V. Shaburova, D. V. Antonets
arXiv Machine Learning
Sep 3

HyperMC: Multi-Fidelity Hyperparameter Tuning for Stochastic Gradient MCMC

HyperMC is a multi‑fidelity hyperparameter tuning framework for stochastic gradient Markov chain Monte Carlo (SGMCMC) that combines Hyperband-style resource allocation with kernel Stein discrepancy (KSD) evaluation. It uses successive‑halving brackets to explore a continuous hyperparameter space while progressively refining promising configurations within a fixed computational budget. Robust HyperMC further introduces global grid initialization and elite‑guided local refinement to reduce sensitivity to random candidate generation and noisy evaluations, and theoretical analysis shows that the successive‑halving component selects a near‑optimal configuration with high probability under suitable conditions.

By Ming Tan, Xiyun Jiao