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A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning

30 Pith papers cite this work. Polarity classification is still indexing.

30 Pith papers citing it
abstract

We present a tutorial on Bayesian optimization, a method of finding the maximum of expensive cost functions. Bayesian optimization employs the Bayesian technique of setting a prior over the objective function and combining it with evidence to get a posterior function. This permits a utility-based selection of the next observation to make on the objective function, which must take into account both exploration (sampling from areas of high uncertainty) and exploitation (sampling areas likely to offer improvement over the current best observation). We also present two detailed extensions of Bayesian optimization, with experiments---active user modelling with preferences, and hierarchical reinforcement learning---and a discussion of the pros and cons of Bayesian optimization based on our experiences.

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representative citing papers

Active Learning MPC Objective Functions from Preferences

eess.SY · 2026-05-15 · unverdicted · novelty 6.0

Active learning strategies for preference-based MPC objective learning achieve better closed-loop alignment with human preferences using fewer queries than random sampling in numerical tests.

Anchor-Based Heteroscedastic Noise for Preferential Bayesian Optimization

cs.LG · 2024-05-23 · unverdicted · novelty 6.0

The paper introduces an anchor-based heteroscedastic noise model for PBO that maps user uncertainty via KDE on reliable examples, incorporates it into GP surrogates, and derives risk-averse acquisition functions including a risk-adjusted EUBO variant that preserves one-step Bayes-optimality up to an

ADKO: Agentic Decentralized Knowledge Optimization

cs.LG · 2026-05-08 · unverdicted · novelty 6.0

ADKO is a decentralized framework where agents share compact GP-derived tokens and LM insights to achieve collaborative Bayesian optimization with a decomposed regret bound that includes compression and approximation losses.

Stein Variational Black-Box Combinatorial Optimization

cs.AI · 2026-04-17 · unverdicted · novelty 6.0

Integrating Stein variational gradient descent into EDAs introduces repulsion among particles to jointly explore multiple optima in discrete black-box optimization, with competitive or superior results on large-scale problems.

Adaptive Compression-based Lifelong Learning

cs.CV · 2019-07-23 · unverdicted · novelty 5.0

Bayesian optimization enables adaptive network pruning rates in lifelong learning, performing heavier pruning on small/simple tasks and milder on large/complex ones.

Accelerating Experimental Design by Incorporating Experimenter Hunches

stat.ML · 2019-07-22 · unverdicted · novelty 5.0

A two-stage GP approach with virtual samples and posterior adjustment factors incorporates per-variable monotonic hunches into Bayesian optimization while preserving convergence guarantees, showing faster convergence on simulations and real polymer/scaffolding tasks.

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