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Bayesian optimization (BO) is an effective paradigm for the optimization of expensive-to-sample systems. Standard BO learns the performance of a system $f(x)$ by using a Gaussian Process (GP) model; this treats the system as a black-box and…

Machine Learning · Statistics 2025-01-03 Leonardo D. González , Victor M. Zavala

Bayesian optimization (BO) is a class of sample-efficient global optimization methods, where a probabilistic model conditioned on previous observations is used to determine future evaluations via the optimization of an acquisition function.…

Machine Learning · Computer Science 2020-06-22 Eric Hans Lee , David Eriksson , Bolong Cheng , Michael McCourt , David Bindel

Bayesian optimization (BO) has proven to be an effective paradigm for the global optimization of expensive-to-sample systems. One of the main advantages of BO is its use of Gaussian processes (GPs) to characterize model uncertainty which…

Machine Learning · Statistics 2023-11-30 Leonardo D. González , Victor M. Zavala

Bayesian optimization (BO) is a model-based approach for gradient-free black-box function optimization. Typically, BO is powered by a Gaussian process (GP), whose algorithmic complexity is cubic in the number of evaluations. Hence, GP-based…

Machine Learning · Statistics 2017-12-11 Valerio Perrone , Rodolphe Jenatton , Matthias Seeger , Cedric Archambeau

Bayesian Optimization (BO) is an effective framework for globally optimizing functions whose evaluations are expensive. It is particularly effective for optimizing functions defined over continuous domains and explicitly handles stochastic…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Buqing Ou , Frederike Dümbgen

Bayesian optimization (BO) is a model-based approach to sequentially optimize expensive black-box functions, such as the validation error of a deep neural network with respect to its hyperparameters. In many real-world scenarios, the…

Machine Learning · Statistics 2019-10-17 Valerio Perrone , Iaroslav Shcherbatyi , Rodolphe Jenatton , Cedric Archambeau , Matthias Seeger

Bayesian optimization (BO) with Gaussian processes (GP) has become an indispensable algorithm for black box optimization problems. Not without a dash of irony, BO is often considered a black box itself, lacking ways to provide reasons as to…

In high-dimensional settings, Bayesian optimization (BO) can be expensive and infeasible. The random embedding Bayesian optimization algorithm is commonly used to address high-dimensional BO challenges. However, this method relies on the…

Machine Learning · Computer Science 2024-08-12 Jiaming Lu , Rong J. B. Zhu

Bayesian Optimization (BO) has become a core method for solving expensive black-box optimization problems. While much research focussed on the choice of the acquisition function, we focus on online length-scale adaption and the choice of…

Machine Learning · Computer Science 2016-12-12 Kim Peter Wabersich , Marc Toussaint

Despite the recent success of Bayesian optimization (BO) in a variety of applications where sample efficiency is imperative, its performance may be seriously compromised in settings characterized by high-dimensional parameter spaces. A…

Machine Learning · Computer Science 2020-11-26 Noémie Jaquier , Leonel Rozo

Bayesian optimization (BO) has gained attention as an efficient algorithm for black-box optimization of expensive-to-evaluate systems, where the BO algorithm iteratively queries the system and suggests new trials based on a probabilistic…

Machine Learning · Computer Science 2026-03-13 Eike Cramer , Luis Kutschat , Oliver Stollenwerk , Joel A. Paulson , Alexander Mitsos

Bayesian optimization (BO) has for sequential optimization of expensive black-box functions demonstrated practicality and effectiveness in many real-world settings. Meta-Bayesian optimization (meta-BO) focuses on improving the sample…

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…

The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…

Machine Learning · Computer Science 2021-01-19 Vu Nguyen , Sebastian Schulze , Michael A Osborne

Bayesian optimization (BO) has been widely used in machine learning and simulation optimization. With the increase in computational resources and storage capacities in these fields, high-dimensional and large-scale problems are becoming…

Machine Learning · Computer Science 2022-06-02 Haowei Wang , Ercong Zhang , Szu Hui Ng , Giulia Pedrielli

Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…

Machine Learning · Computer Science 2024-02-28 Arun Kumar A , Alistair Shilton , Sunil Gupta , Santu Rana , Stewart Greenhill , Svetha Venkatesh

Bayesian Optimization (BO) is a powerful tool for optimizing complex non-linear systems. However, its performance degrades in high-dimensional problems with tightly coupled parameters and highly asymmetric objective landscapes, where…

Machine Learning · Computer Science 2026-02-12 Aashwin Mishra , Matt Seaberg , Ryan Roussel , Daniel Ratner , Apurva Mehta

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 framework for global optimization of expensive-to-evaluate objective functions. Classical BO methods assume that the objective function is a black box. However, internal information about objective function…

Machine Learning · Computer Science 2022-01-04 Raul Astudillo , Peter I. Frazier

Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato