Efficient Bayesian Optimization for Uncertainty Reduction Over Perceived Optima Locations Bayesian optimization (BO) is concerned with efficient optimization using probabilistic methods. Predictive entropy search (PES) is a popular and successful BO strategy to find a point that maximizes the information gained about the optima location of an unknown function. Since the PES analytical form is intractable, it requires approximations and is computationally expensive. These approximations may degrade PES performance in terms of accuracy and efficiency. In this paper, we propose an alternative scheme  predictive variance reduction search (PVRS) xe2x80x93 to find a point that maximally reduces the uncertainty at the perceived optima locations. The optimization converges to the true optimum when the uncertainty at all perceived optima locations is vanished. Our novel modification is beneficial in two ways. First, PVRS can be computed in closedform, unlike the approximations made in PES. Second, PVRS is simple and easy to implement. As a result, the proposed PVRS gains huge speed up for scalable BO whilst showing favorable optimization efficiency. Furthermore, we extend our PVRS framework for batch setting where we select multiple experiments for parallel evaluations at each iteration. Empirically, we demonstrate the effectiveness of the PVRS on both benchmark functions and realworld applications in standard and batch BO settings.

Bayesian Optimization for Policy Search in HighDimensional Systems via Automatic Domain Selection Bayesian Optimization (BO) is an effective method for optimizing expensivetoevaluate blackbox functions with a wide range of applications for example in robotics, system design and parameter optimization. However, scaling BO to problems with large input dimensions (u003e10) remains an open challenge. In this paper, we propose to leverage results from optimal control to scale BO to higher dimensional control tasks and to reduce the need for manually selecting the optimization domain. The contributions of this paper are twofold: 1) We show how we can make use of a learned dynamics model in combination with a modelbased controller to simplify the BO problem by focusing onto the most relevant regions of the optimization domain. 2) Based on (1) we present a method to find an embedding in parameter space that reduces the effective dimensionality of the optimization problem. To evaluate the effectiveness of the proposed approach, we present an experimental evaluation on real hardware, as well as simulated tasks including a 48dimensional policy for a quadcopter.