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Taking the Human Out of the Loop: A Review of Bayesian Optimization

2015/12/10 by Bobak Shahriari, Kevin Swersky, Ziyu Wang +2 · 6,017 citations
Computer Science · Decision Sciences · Mathematics · #Advanced Bandit Algorithms Research #Advanced Multi-Objective Optimization Algorithms #Artificial intelligence #Bayesian optimization #Bayesian probability #Computer science #Gaussian Processes and Bayesian Inference #Human-in-the-loop #Loop (graph theory) #Mathematics

paper · open access · doi:10.1109/jproc.2015.2494218

published in Proceedings of the IEEE 104(1), 148-175 (Institute of Electrical and Electronics Engineers)

openalex publication_date 2015/12/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05

Abstract

Big Data applications are typically associated with systems involving large numbers of users, massive complex software systems, and large-scale heterogeneous computing and storage architectures. The construction of such systems involves many distributed design choices. The end products (e.g., recommendation systems, medical analysis tools, real-time game engines, speech recognizers) thus involve many tunable configuration parameters. These parameters are often specified and hard-coded into the software by various developers or teams. If optimized jointly, these parameters can result in significant improvements. Bayesian optimization is a powerful tool for the joint optimization of design choices that is gaining great popularity in recent years. It promises greater automation so as to increase both product quality and human productivity. This review paper introduces Bayesian optimization, highlights some of its methodological aspects, and showcases a wide range of applications.

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