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Related papers: mlrMBO: A Modular Framework for Model-Based Optimi…

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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

Black-box optimization (BBO) addresses problems where objectives are accessible only through costly queries without gradients or explicit structure. Classical derivative-free methods -- line search, direct search, and model-based solvers…

Machine Learning · Computer Science 2025-10-01 Morteza Kimiaei , Vyacheslav Kungurtsev

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

Most existing black-box optimization methods assume that all variables in the system being optimized have equal cost and can change freely at each iteration. However, in many real world systems, inputs are passed through a sequence of…

Machine Learning · Computer Science 2021-10-13 Chi-Heng Lin , Joseph D. Miano , Eva L. Dyer

Bayesian optimization (BO) is a sequential decision-making tool widely used for optimizing expensive black-box functions. Recently, Large Language Models (LLMs) have shown remarkable adaptability in low-data regimes, making them promising…

Machine Learning · Computer Science 2025-10-10 Chih-Yu Chang , Milad Azvar , Chinedum Okwudire , Raed Al Kontar

Bayesian optimization (BO) is a powerful approach for optimizing complex and expensive-to-evaluate black-box functions. Its importance is underscored in many applications, notably including hyperparameter tuning, but its efficacy depends on…

Machine Learning · Computer Science 2024-03-11 Tennison Liu , Nicolás Astorga , Nabeel Seedat , Mihaela van der Schaar

For a wide range of applications the structure of systems like Neural Networks or complex simulations, is unknown and approximation is costly or even impossible. Black-box optimization seeks to find optimal (hyper-) parameters for these…

Machine Learning · Computer Science 2023-09-06 Janina Schreiber , Damar Wicaksono , Michael Hecht

Some real problems require the evaluation of expensive and noisy objective functions. Moreover, the analytical expression of these objective functions may be unknown. These functions are known as black-boxes, for example, estimating the…

Machine Learning · Statistics 2021-07-12 Lucia Asencio Martín , Eduardo C. Garrido-Merchán

Bayesian Optimization (BO) is a popular framework for optimizing black-box functions. Despite its effectiveness, BO is often inefficient for high-dimensional problems due to the exponential growth of the search space, heterogeneity of the…

Optimization and Control · Mathematics 2026-05-08 Sourav Das , Debjani Chakraborty , Pabitra Mitra

Bayesian optimization (BO) is a popular method to optimize costly black-box functions. While traditional BO optimizes each new target task from scratch, meta-learning has emerged as a way to leverage knowledge from related tasks to optimize…

Machine Learning · Computer Science 2024-07-01 Jiarong Pan , Stefan Falkner , Felix Berkenkamp , Joaquin Vanschoren

Black-box optimization (BBO) involves functions that are unknown, inexact and/or expensive-to-evaluate. Existing BBO algorithms face several challenges, including high computational cost from extensive evaluations, difficulty in handling…

Optimization and Control · Mathematics 2025-09-26 Zixuan Zhang , Xiaowei Song , Jiaming Li , Yujiao Zeng , Yaling Nie , Min Zhu , Dongyun Lu , Yibo Zhang , Xin Xiao , Jie Li

Bayesian optimization (BO) is a powerful framework for optimizing black-box, expensive-to-evaluate functions. Over the past decade, many algorithms have been proposed to integrate cheaper, lower-fidelity approximations of the objective…

Machine Learning · Computer Science 2023-02-27 Petrus Mikkola , Julien Martinelli , Louis Filstroff , Samuel Kaski

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

We introduce a surrogate-based black-box optimization method, termed Polynomial-model-based optimization (PMBO). The algorithm alternates polynomial approximation with Bayesian optimization steps, using Gaussian processes to model the error…

Optimization and Control · Mathematics 2024-03-13 Janina Schreiber , Pau Batlle , Damar Wicaksono , Michael Hecht

Existing Bayesian Optimization (BO) methods typically balance exploration and exploitation to optimize costly objective functions. However, these methods often suffer from a significant one-step bias, which may lead to convergence towards…

Machine Learning · Computer Science 2025-10-23 Ruiyao Miao , Junren Xiao , Shiya Tsang , Hui Xiong , Yingnian Wu

Bayesian optimization (BO) is an efficient framework for solving black-box optimization problems with expensive function evaluations. This paper addresses the BO problem setting for combinatorial spaces (e.g., sequences and graphs) that…

Machine Learning · Computer Science 2022-02-07 Aryan Deshwal , Syrine Belakaria , Janardhan Rao Doppa

Molecular property optimization (MPO) problems are inherently challenging since they are formulated over discrete, unstructured spaces and the labeling process involves expensive simulations or experiments, which fundamentally limits the…

Biomolecules · Quantitative Biology 2024-01-04 Farshud Sorourifar , Thomas Banker , Joel A. Paulson

The goal of Multi-task Bayesian Optimization (MBO) is to minimize the number of queries required to accurately optimize a target black-box function, given access to offline evaluations of other auxiliary functions. When offline datasets are…

Machine Learning · Computer Science 2022-03-11 Kourosh Hakhamaneshi , Pieter Abbeel , Vladimir Stojanovic , Aditya Grover

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…

Machine Learning · Computer Science 2023-09-15 Mohamed Aziz Bhouri , Michael Joly , Robert Yu , Soumalya Sarkar , Paris Perdikaris

Optimisation problems often have multiple conflicting objectives that can be computationally and/or financially expensive. Mono-surrogate Bayesian optimisation (BO) is a popular model-based approach for optimising such black-box functions.…

Machine Learning · Computer Science 2022-08-11 George De Ath , Tinkle Chugh , Alma A. M. Rahat
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