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We present mlr3mbo, a comprehensive and modular toolbox for Bayesian optimization in R. mlr3mbo supports single- and multi-objective optimization, multi-point proposals, batch and asynchronous parallelization, input and output…

Machine Learning · Statistics 2026-04-01 Marc Becker , Lennart Schneider , Martin Binder , Lars Kotthoff , Bernd Bischl

This paper provides the description of a novel, multi-purpose spline library. In accordance with the increasingly diverse modes of usage of splines, it is multi-purpose in the sense that it supports geometry representation, finite element…

Mathematical Software · Computer Science 2020-02-28 Markus Frings , Norbert Hosters , Corinna Müller , Max Spahn , Christoph Susen , Konstantin Key , Stefanie Elgeti

Bayesian Optimisation (BO) refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently search for the optimum. While BO has been applied…

We present solidfmm, a highly optimised C++ library for the solid harmonics as they are needed in fast multipole methods. The library provides efficient, vectorised implementations of the translation operations M2M, M2L, and L2L, and is…

Mathematical Software · Computer Science 2022-02-08 Matthias Kirchhart

Automatic Machine Learning (Auto-ML) systems tackle the problem of automating the design of prediction models or pipelines for data science. In this paper, we present Lifelong Bayesian Optimization (LBO), an online, multitask Bayesian…

Machine Learning · Statistics 2019-06-24 Yao Zhang , James Jordon , Ahmed M. Alaa , Mihaela van der Schaar

Bayesian optimization (BO) is a powerful technology for optimizing noisy expensive-to-evaluate black-box functions, with a broad range of real-world applications in science, engineering, economics, manufacturing, and beyond. In this paper,…

Machine Learning · Computer Science 2024-01-30 Joel A. Paulson , Calvin Tsay

BLASFEO is a dense linear algebra library providing high-performance implementations of BLAS- and LAPACK-like routines for use in embedded optimization. A key difference with respect to existing high-performance implementations of BLAS is…

Mathematical Software · Computer Science 2020-02-05 Gianluca Frison , Dimitris Kouzoupis , Tommaso Sartor , Andrea Zanelli , Moritz Diehl

Bayesian Optimization (BO) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

Machine Learning · Computer Science 2023-11-07 Lin Yang , Junlong Lyu , Wenlong Lyu , Zhitang Chen

Library learning compresses a given corpus of programs by extracting common structure from the corpus into reusable library functions. Prior work on library learning suffers from two limitations that prevent it from scaling to larger, more…

Programming Languages · Computer Science 2022-12-12 David Cao , Rose Kunkel , Chandrakana Nandi , Max Willsey , Zachary Tatlock , Nadia Polikarpova

Bayesian optimization (BayesOpt) is a gold standard for query-efficient continuous optimization. However, its adoption for drug design has been hindered by the discrete, high-dimensional nature of the decision variables. We develop a new…

Bayesian optimization (BO) is a sequential approach for optimizing black-box objective functions using zeroth-order noisy observations. In BO, Gaussian processes (GPs) are employed as probabilistic surrogate models to estimate the objective…

Machine Learning · Computer Science 2025-04-02 Dongwon Kim , Matteo Zecchin , Sangwoo Park , Joonhyuk Kang , Osvaldo Simeone

MLPACK is a state-of-the-art, scalable, multi-platform C++ machine learning library released in late 2011 offering both a simple, consistent API accessible to novice users and high performance and flexibility to expert users by leveraging…

Mathematical Software · Computer Science 2021-06-24 Ryan R. Curtin , James R. Cline , N. P. Slagle , William B. March , Parikshit Ram , Nishant A. Mehta , Alexander G. Gray

We present mlrMBO, a flexible and comprehensive R toolbox for model-based optimization (MBO), also known as Bayesian optimization, which addresses the problem of expensive black-box optimization by approximating the given objective function…

Machine Learning · Statistics 2018-12-04 Bernd Bischl , Jakob Richter , Jakob Bossek , Daniel Horn , Janek Thomas , Michel Lang

Open-source libraries are have a catalytic role in research pipelines, where new methods must be compared against up-to-date baselines. We present the GLobal Optimization Benchmark (GLOBe) modular Python library that unifies classical and…

Optimization and Control · Mathematics 2026-05-20 Gaëtan Serré , Argyris Kalogeratos , Nicolas Vayatis

The global optimization of a high-dimensional black-box function under black-box constraints is a pervasive task in machine learning, control, and engineering. These problems are challenging since the feasible set is typically non-convex…

Machine Learning · Computer Science 2021-03-02 David Eriksson , Matthias Poloczek

We propose MUMBO, the first high-performing yet computationally efficient acquisition function for multi-task Bayesian optimization. Here, the challenge is to perform efficient optimization by evaluating low-cost functions somehow related…

Machine Learning · Computer Science 2020-06-23 Henry B. Moss , David S. Leslie , Paul Rayson

mlpack is an open-source C++ machine learning library with an emphasis on speed and flexibility. Since its original inception in 2007, it has grown to be a large project implementing a wide variety of machine learning algorithms, from…

Mathematical Software · Computer Science 2017-08-31 Ryan R. Curtin , Marcus Edel

Bayesian optimization (BO) is a popular approach to optimize expensive-to-evaluate black-box functions. A significant challenge in BO is to scale to high-dimensional parameter spaces while retaining sample efficiency. A solution considered…

Machine Learning · Statistics 2020-10-26 Benjamin Letham , Roberto Calandra , Akshara Rai , Eytan Bakshy

We introduce cilantro, an open-source C++ library for geometric and general-purpose point cloud data processing. The library provides functionality that covers low-level point cloud operations, spatial reasoning, various methods for point…

Computer Vision and Pattern Recognition · Computer Science 2018-11-19 Konstantinos Zampogiannis , Cornelia Fermuller , Yiannis Aloimonos

Bayesian optimization (BO) is an efficient framework for optimization of black-box objectives when function evaluations are costly and gradient information is not easily accessible. BO has been successfully applied to automate the task of…

Machine Learning · Computer Science 2024-07-09 Pallavi Mitra , Felix Biessmann