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Optimization of problems with high computational power demands is a challenging task. A probabilistic approach to such optimization called Bayesian optimization lowers performance demands by solving mathematically simpler model of the…

Machine Learning · Computer Science 2021-01-27 Jakub Klus , Pavel Grunt , Martin Dobrovolný

The challenge of taking many variables into account in optimization problems may be overcome under the hypothesis of low effective dimensionality. Then, the search of solutions can be reduced to the random embedding of a low dimensional…

Optimization and Control · Mathematics 2018-10-23 Mickaël Binois , David Ginsbourger , Olivier Roustant

The performance of Bayesian optimization (BO), a highly sample-efficient method for expensive black-box problems, is critically governed by the selection of its hyperparameters, including the kernel and acquisition functions. This presents…

Machine Learning · Computer Science 2026-05-25 Joon-Hyun Park , Mujin Cheon , Jeongsu Wi , Dong-Yeun Koh

PHYSBO (optimization tools for PHYSics based on Bayesian Optimization) is a Python library for fast and scalable Bayesian optimization. It has been developed mainly for application in the basic sciences such as physics and materials…

Computational Physics · Physics 2022-05-26 Yuichi Motoyama , Ryo Tamura , Kazuyoshi Yoshimi , Kei Terayama , Tsuyoshi Ueno , Koji Tsuda

A critical decision process in data acquisition for mineral and energy resource exploration is how to efficiently combine a variety of sensor types and to minimize total cost. We propose a probabilistic framework for multi-objective…

Geophysics · Physics 2020-10-13 Sebastian Haan , Fabio Ramos , Dietmar Müller

This work presents Quantum Adaptive Search (QAGS), a hybrid quantum-classical algorithm for the global optimization of multivariate functions. The method employs an adaptive mechanism that dynamically narrows the search space based on a…

Quantum Physics · Physics 2025-06-27 G. Intoccia , U. Chirico , V. Schiano Di Cola , G. Pepe , S. Cuomo

Variational quantum algorithms (VQA) based on Hamiltonian simulation represent a specialized class of quantum programs well-suited for near-term quantum computing applications due to its modest resource requirements in terms of qubits and…

Quantum Physics · Physics 2026-03-17 Zhaohui Yang , Dawei Ding , Chenghong Zhu , Jianxin Chen , Yuan Xie

Asynchronous Bayesian optimization is a recently implemented technique that allows for parallel operation of experimental systems and disjointed workflows. Contrasting with serial Bayesian optimization which individually selects experiments…

Machine Learning · Computer Science 2024-10-23 Amanda A. Volk , Kristofer G. Reyes , Jeffrey G. Ethier , Luke A. Baldwin

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

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

Machine Learning · Statistics 2018-06-27 Benjamin Letham , Brian Karrer , Guilherme Ottoni , Eytan Bakshy

Bayesian optimization is a powerful tool for fine-tuning the hyper-parameters of a wide variety of machine learning models. The success of machine learning has led practitioners in diverse real-world settings to learn classifiers for…

Machine Learning · Statistics 2015-02-24 Matt J. Kusner , Jacob R. Gardner , Roman Garnett , Kilian Q. Weinberger

An efficient method for finding a better maximizer of computationally extensive probability distributions is proposed on the basis of a Bayesian optimization technique. A key idea of the proposed method is to use extreme values of…

Data Analysis, Statistics and Probability · Physics 2018-03-14 Ryo Tamura , Koji Hukushima

Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…

Machine Learning · Statistics 2024-04-04 Didem Kochan , Xiu Yang

It is commonly believed that Bayesian optimization (BO) algorithms are highly efficient for optimizing numerically costly functions. However, BO is not often compared to widely different alternatives, and is mostly tested on narrow sets of…

Optimization and Control · Mathematics 2021-10-01 Rodolphe Le Riche , Victor Picheny

Bayesian optimization (BO) is a popular paradigm for global optimization of expensive black-box functions, but there are many domains where the function is not completely a black-box. The data may have some known structure (e.g. symmetries)…

Machine Learning · Computer Science 2022-12-08 Samuel Kim , Peter Y. Lu , Charlotte Loh , Jamie Smith , Jasper Snoek , Marin Soljačić

We present a Bayesian algorithm to combine optical imaging of unresolved objects from distinct epochs and observation platforms for orbit determination and tracking. By propagating the non-Gaussian uncertainties we are able to optimally…

Instrumentation and Methods for Astrophysics · Physics 2016-09-26 Michael D. Schneider , William A. Dawson

We propose an extrinsic Bayesian optimization (eBO) framework for general optimization problems on manifolds. Bayesian optimization algorithms build a surrogate of the objective function by employing Gaussian processes and quantify the…

Optimization and Control · Mathematics 2023-01-02 Yihao Fang , Mu Niu , Pokman Cheung , Lizhen Lin

Many cosmological models have only a finite number of parameters of interest, but a very expensive data-generating process and an intractable likelihood function. We address the problem of performing likelihood-free Bayesian inference from…

Cosmology and Nongalactic Astrophysics · Physics 2018-09-14 Florent Leclercq

We develop the framework of Indirect Query Bayesian Optimization (IQBO), a new class of Bayesian optimization problems where the integrated feedback is given via a conditional expectation of the unknown function $f$ to be optimized. The…

Machine Learning · Computer Science 2025-08-14 Mengyan Zhang , Shahine Bouabid , Cheng Soon Ong , Seth Flaxman , Dino Sejdinovic

Bayesian optimization is a popular black-box optimization method for parameter learning in control and robotics. It typically requires an objective function that reflects the user's optimization goal. However, in practical applications,…

Robotics · Computer Science 2026-04-03 Johanna Menn , David Stenger , Sebastian Trimpe
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