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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

The optimization of high-dimensional black-box functions is a challenging problem. When a low-dimensional linear embedding structure can be assumed, existing Bayesian optimization (BO) methods often transform the original problem into…

Machine Learning · Statistics 2022-11-03 Shuhei A. Horiguchi , Tomoharu Iwata , Taku Tsuzuki , Yosuke Ozawa

We consider the problem of optimizing expensive black-box functions over high-dimensional combinatorial spaces which arises in many science, engineering, and ML applications. We use Bayesian Optimization (BO) and propose a novel surrogate…

Machine Learning · Computer Science 2023-03-06 Aryan Deshwal , Sebastian Ament , Maximilian Balandat , Eytan Bakshy , Janardhan Rao Doppa , David Eriksson

Hyperparameter optimization and neural architecture search can become prohibitively expensive for regular black-box Bayesian optimization because the training and evaluation of a single model can easily take several hours. To overcome this,…

Bayesian optimization is a powerful method for optimizing black-box functions with limited function evaluations. Recent works have shown that optimization in a latent space through deep generative models such as variational autoencoders…

Machine Learning · Computer Science 2023-11-21 Seunghun Lee , Jaewon Chu , Sihyeon Kim , Juyeon Ko , Hyunwoo J. Kim

This paper considers Bayesian optimization (BO) for problems with known outer problem structure. In contrast to the classic BO setting, where the objective function itself is unknown and needs to be iteratively estimated from noisy…

Optimization and Control · Mathematics 2025-03-19 Katrin Baumgärtner , Moritz Diehl

Bayesian Optimization (BO) is a well-established method for addressing black-box optimization problems. In many real-world scenarios, optimization often involves multiple functions, emphasizing the importance of leveraging data and learned…

Machine Learning · Computer Science 2025-03-11 Khoa Nguyen , Viet Huynh , Binh Tran , Tri Pham , Tin Huynh , Thin Nguyen

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

Machine Learning · Statistics 2024-06-07 Huong Ha , Vu Nguyen , Hung Tran-The , Hongyu Zhang , Xiuzhen Zhang , Anton van den Hengel

Bayesian Optimization (BO) machine learning method is increasingly used to guide experimental optimization tasks in materials science. To emulate the large number of input variables and noise-containing results in experimental materials…

Bayesian optimization (BO) is a prominent approach to optimizing expensive-to-evaluate black-box functions. The massive computational capability of edge devices such as mobile phones, coupled with privacy concerns, has led to a surging…

Machine Learning · Computer Science 2020-10-23 Zhongxiang Dai , Kian Hsiang Low , Patrick Jaillet

Many state estimation algorithms must be tuned given the state space process and observation models, the process and observation noise parameters must be chosen. Conventional tuning approaches rely on heuristic hand-tuning or gradient-based…

Systems and Control · Electrical Eng. & Systems 2019-12-19 Zhaozhong Chen , Nisar Ahmed , Simon Julier , Christoffer Heckman

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

Bayesian optimisation (BO) uses probabilistic surrogate models - usually Gaussian processes (GPs) - for the optimisation of expensive black-box functions. At each BO iteration, the GP hyperparameters are fit to previously-evaluated data by…

Machine Learning · Computer Science 2021-05-04 George De Ath , Richard Everson , Jonathan Fieldsend

Bayesian optimization (BO) is a popular approach for expensive black-box optimization, with applications including parameter tuning, experimental design, robotics. BO usually models the objective function by a Gaussian process (GP), and…

Machine Learning · Statistics 2020-01-22 Chao Qian , Hang Xiong , Ke Xue

We address the problem of optimizing over functions defined on node subsets in a graph. The optimization of such functions is often a non-trivial task given their combinatorial, black-box and expensive-to-evaluate nature. Although various…

Machine Learning · Computer Science 2025-01-07 Huidong Liang , Xingchen Wan , Xiaowen Dong

Bayesian optimization (BO) is a popular method to optimize expensive black-box functions. It efficiently tunes machine learning algorithms under the implicit assumption that hyperparameter evaluations cost approximately the same. In…

Machine Learning · Computer Science 2020-11-25 Gauthier Guinet , Valerio Perrone , Cédric Archambeau

The adoption of high-fidelity models for many-query optimization problems is majorly limited by the significant computational cost required for their evaluation at every query. Multifidelity Bayesian methods (MFBO) allow to include costly…

Machine Learning · Computer Science 2024-07-08 Francesco Di Fiore , Laura Mainini

Bayesian optimization (BO) has shown impressive results in a variety of applications within low-to-moderate dimensional Euclidean spaces. However, extending BO to high-dimensional settings remains a significant challenge. We address this…

Machine Learning · Statistics 2024-03-11 Shouri Hu , Jiawei Li , Zhibo Cai

Over the past half-decade, many methods have been considered for neural architecture search (NAS). Bayesian optimization (BO), which has long had success in hyperparameter optimization, has recently emerged as a very promising strategy for…

Machine Learning · Computer Science 2022-06-13 Colin White , Willie Neiswanger , Yash Savani

There are a lot of real-world black-box optimization problems that need to optimize multiple criteria simultaneously. However, in a multi-objective optimization (MOO) problem, identifying the whole Pareto front requires the prohibitive…

Machine Learning · Computer Science 2023-11-23 Ryota Ozaki , Kazuki Ishikawa , Youhei Kanzaki , Shinya Suzuki , Shion Takeno , Ichiro Takeuchi , Masayuki Karasuyama